From b0fd3c17308dc447637c587ea629082e852f3a13 Mon Sep 17 00:00:00 2001
From: dehnert <dehnert@cs.rwth-aachen.de>
Date: Thu, 30 Nov 2017 16:34:56 +0100
Subject: [PATCH 01/19] started to rework Fox-Glynn
---
.../csl/helper/SparseCtmcCslHelper.cpp | 4 +-
src/storm/utility/numerical.h | 148 ++++++++++++++++++
2 files changed, 151 insertions(+), 1 deletion(-)
diff --git a/src/storm/modelchecker/csl/helper/SparseCtmcCslHelper.cpp b/src/storm/modelchecker/csl/helper/SparseCtmcCslHelper.cpp
index 41b768058..2d270c720 100644
--- a/src/storm/modelchecker/csl/helper/SparseCtmcCslHelper.cpp
+++ b/src/storm/modelchecker/csl/helper/SparseCtmcCslHelper.cpp
@@ -632,7 +632,9 @@ namespace storm {
}
// Use Fox-Glynn to get the truncation points and the weights.
- std::tuple<uint_fast64_t, uint_fast64_t, ValueType, std::vector<ValueType>> foxGlynnResult = storm::utility::numerical::getFoxGlynnCutoff(lambda, 1e+300, storm::settings::getModule<storm::settings::modules::GeneralSettings>().getPrecision() / 8.0);
+// std::tuple<uint_fast64_t, uint_fast64_t, ValueType, std::vector<ValueType>> foxGlynnResult = storm::utility::numerical::getFoxGlynnCutoff(lambda, 1e+300, storm::settings::getModule<storm::settings::modules::GeneralSettings>().getPrecision() / 8.0);
+
+ std::tuple<uint_fast64_t, uint_fast64_t, ValueType, std::vector<ValueType>> foxGlynnResult = storm::utility::numerical::foxGlynn(lambda, storm::settings::getModule<storm::settings::modules::GeneralSettings>().getPrecision() / 8.0);
STORM_LOG_DEBUG("Fox-Glynn cutoff points: left=" << std::get<0>(foxGlynnResult) << ", right=" << std::get<1>(foxGlynnResult));
// Scale the weights so they add up to one.
diff --git a/src/storm/utility/numerical.h b/src/storm/utility/numerical.h
index bf9a533b4..78be4f6d6 100644
--- a/src/storm/utility/numerical.h
+++ b/src/storm/utility/numerical.h
@@ -2,10 +2,13 @@
#include <tuple>
#include <cmath>
+#include <boost/math/constants/constants.hpp>
+
#include "storm/utility/macros.h"
#include "storm/utility/constants.h"
#include "storm/exceptions/InvalidArgumentException.h"
#include "storm/exceptions/OutOfRangeException.h"
+#include "storm/exceptions/PrecisionExceededException.h"
namespace storm {
namespace utility {
@@ -125,7 +128,152 @@ namespace storm {
return std::make_tuple(leftTruncationPoint, rightTruncationPoint, totalWeight, weights);
}
+
+ }
+
+ template<typename ValueType>
+ std::tuple<uint64_t, uint64_t, ValueType> foxGlynnFinder(ValueType lambda, ValueType underflow, ValueType overflow, ValueType accuracy) {
+ uint64_t m = static_cast<uint64_t>(lambda);
+ int64_t L = 0;
+ uint64_t R = 0;
+ uint64_t k = 4;
+
+ ValueType pi = boost::math::constants::pi<ValueType>();
+
+ if (m < 25) {
+ STORM_LOG_THROW(std::exp(-static_cast<double>(m)) >= underflow, storm::exceptions::PrecisionExceededException, "Underflow in Fox-Glynn.");
+ L = 0;
+ } else {
+ ValueType rhsb = (accuracy / 2) * std::sqrt(2 * pi) / ((1 + 1/lambda) * std::exp(1 / (8 * lambda)));
+ k = 4;
+
+ do {
+ L = m - std::ceil(k * std::sqrt(lambda) + 0.5);
+ if (L <= 0) {
+ break;
+ }
+ if (std::exp(-(k*k) / 2) / k <= rhsb) {
+ break;
+ }
+ ++k;
+ } while (true);
+ }
+
+ uint64_t mmax;
+ uint64_t maxr;
+ ValueType r2l;
+ ValueType rhsa;
+
+ if (m < 400) {
+ mmax = 400;
+ r2l = std::sqrt(2 * 400);
+ rhsa = (accuracy / 2) * std::sqrt(2 * pi) / ((1 + 1.0/400) * std::sqrt(2.0) * std::exp(1.0 / 16));
+ maxr = 400 + static_cast<uint64_t>(std::ceil((400 + 1) / 2.0));
+ } else {
+ mmax = m;
+ r2l = std::sqrt(2 * lambda);
+ rhsa = (accuracy / 2) * std::sqrt(2 * pi) / ((1 + 1.0/lambda) * std::sqrt(2.0) * std::exp(1.0 / 16));
+ maxr = m + static_cast<uint64_t>(std::ceil((lambda + 1) / 2.0));
+ }
+
+ k = 4;
+ do {
+ R = maxr + static_cast<uint64_t>(std::ceil(k * r2l + 0.5));
+ STORM_LOG_THROW(R <= maxr, storm::exceptions::PrecisionExceededException, "Fox-Glynn: cannot bound right tail.");
+ ValueType dkl = storm::utility::one<ValueType>();
+ if (dkl * std::exp(-(k * k / 2.0)) / k <= rhsa) {
+ break;
+ }
+ ++k;
+ } while (true);
+
+ ValueType wm = std::pow<ValueType>(10, -10) * overflow * (R - L + 1);
+
+ if (m >= 25) {
+ ValueType lcm = -1 - (1.0/12*25) - std::log(2 * pi) - 0.5 * std::log(static_cast<ValueType>(m));
+ uint64_t i = m - L;
+ ValueType llb;
+ if (i <= static_cast<uint64_t>(L)) {
+ llb = -static_cast<ValueType>(i)*(i + 1)*(((2 * i + 1) / (6 * lambda)) + 0.5) * (1 / lambda) + lcm;
+ } else {
+ llb = std::max(i * std::log(1 - (i / (m + 1.0))), -lambda);
+ }
+ STORM_LOG_THROW(llb >= std::log(underflow) - std::log(wm), storm::exceptions::PrecisionExceededException, "Fox-Glynn: Underflow at lower bound.");
+ if (m >= 400) {
+ llb = lcm - std::pow(R - m + 1, 2) / (2 * lambda);
+ STORM_LOG_THROW(llb >= std::log(underflow) - std::log(wm), storm::exceptions::PrecisionExceededException, "Fox-Glynn: Underflow at upper bound.");
+ }
+ }
+
+ return std::make_tuple(static_cast<uint64_t>(L), R, wm);
+ }
+
+ template<typename ValueType>
+ std::tuple<uint64_t, uint64_t, ValueType, std::vector<ValueType>> foxGlynnWeighter(ValueType lambda, ValueType accuracy) {
+
+ STORM_LOG_THROW(lambda > storm::utility::zero<ValueType>(), storm::exceptions::InvalidArgumentException, "Fox-Glynn: Lambda must be positive.");
+
+ ValueType underflow = std::numeric_limits<ValueType>::min();
+ ValueType overflow = std::numeric_limits<ValueType>::max();
+
+ // Initialize.
+ uint64_t m = static_cast<uint64_t>(lambda);
+ std::tuple<uint64_t, uint64_t, ValueType> finderResult = foxGlynnFinder(lambda, underflow, overflow, accuracy);
+ uint64_t L = std::get<0>(finderResult);
+ uint64_t R = std::get<1>(finderResult);
+ ValueType wm = std::get<2>(finderResult);
+ std::vector<ValueType> w(R - L + 1);
+ w.back() = wm;
+
+ // Down.
+ for (uint64_t j = m; j > L; --j) {
+ w[j - L - 1] = (j / lambda) * w[j - L];
+ }
+
+ // Up.
+ if (lambda < 400) {
+ // Special.
+ STORM_LOG_THROW(R <= 600, storm::exceptions::PrecisionExceededException, "Potential underflow in Fox-Glynn.");
+ for (uint64_t j = m; j < R; ++j) {
+ auto q = lambda / (j + 1);
+ if (w[j - L] > underflow / q) {
+ w[j - L + 1] = q * w[j - L];
+ } else {
+ R = j;
+ break;
+ }
+ }
+ } else {
+ for (uint64_t j = m; j < R; ++j) {
+ w[j - L + 1] = (lambda / (j + 1)) * w[j - L];
+ }
+ }
+
+ // Compute W.
+ ValueType W = storm::utility::zero<ValueType>();
+ uint64_t s = L;
+ uint64_t t = R;
+
+ while (s < t) {
+ if (w[s - L] <= w[t - L]) {
+ W += w[s - L];
+ ++s;
+ } else {
+ W += w[t - L];
+ --t;
+ }
+ }
+ W += w[s - L];
+
+ // Return.
+ return std::make_tuple(L, R, W, w);
}
+
+ template<typename ValueType>
+ std::tuple<uint_fast64_t, uint_fast64_t, ValueType, std::vector<ValueType>> foxGlynn(ValueType lambda, ValueType accuracy) {
+ return foxGlynnWeighter(lambda, accuracy);
+ }
+
}
}
}
From 48b0a40d8a6a19f067547065fc74f52cd131a378 Mon Sep 17 00:00:00 2001
From: dehnert <dehnert@cs.rwth-aachen.de>
Date: Thu, 30 Nov 2017 16:44:58 +0100
Subject: [PATCH 02/19] fix typo
---
src/storm/utility/numerical.h | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
diff --git a/src/storm/utility/numerical.h b/src/storm/utility/numerical.h
index 78be4f6d6..946bdd4a5 100644
--- a/src/storm/utility/numerical.h
+++ b/src/storm/utility/numerical.h
@@ -178,7 +178,7 @@ namespace storm {
k = 4;
do {
- R = maxr + static_cast<uint64_t>(std::ceil(k * r2l + 0.5));
+ R = mmax + static_cast<uint64_t>(std::ceil(k * r2l + 0.5));
STORM_LOG_THROW(R <= maxr, storm::exceptions::PrecisionExceededException, "Fox-Glynn: cannot bound right tail.");
ValueType dkl = storm::utility::one<ValueType>();
if (dkl * std::exp(-(k * k / 2.0)) / k <= rhsa) {
From 27558e2140045edbec3216bd78da02e46e8ecbe3 Mon Sep 17 00:00:00 2001
From: dehnert <dehnert@cs.rwth-aachen.de>
Date: Thu, 30 Nov 2017 22:23:11 +0100
Subject: [PATCH 03/19] started c++ifying David Jansen's implementation of
Fox-Glynn
---
src/storm/utility/numerical.cpp | 290 ++++++++++++++++++++++++++++++++
src/storm/utility/numerical.h | 272 +-----------------------------
2 files changed, 298 insertions(+), 264 deletions(-)
create mode 100644 src/storm/utility/numerical.cpp
diff --git a/src/storm/utility/numerical.cpp b/src/storm/utility/numerical.cpp
new file mode 100644
index 000000000..1143d8bfd
--- /dev/null
+++ b/src/storm/utility/numerical.cpp
@@ -0,0 +1,290 @@
+#include <vector>
+#include <tuple>
+#include <cmath>
+
+#include <boost/math/constants/constants.hpp>
+
+#include "storm/utility/macros.h"
+#include "storm/utility/constants.h"
+#include "storm/exceptions/InvalidArgumentException.h"
+#include "storm/exceptions/OutOfRangeException.h"
+#include "storm/exceptions/PrecisionExceededException.h"
+
+namespace storm {
+ namespace utility {
+ namespace numerical {
+
+ template<typename ValueType>
+ FoxGlynnResult<ValueType>::FoxGlynnResult() : left(0), right(0), totalWeight(0) {
+ // Intentionally left empty.
+ }
+
+ template<typename ValueType>
+ FoxGlynnResult<ValueType> foxGlynnFinder(ValueType lambda, ValueType epsilon) {
+ int left, right;
+ FoxGlynn * pFG;
+
+ /* tau is only used in underflow checks, which we are going to do in the
+ logarithm domain. */
+ tau = log(tau);
+ /* In error bound comparisons, we always compare with epsilon*sqrt_2_pi.*/
+ epsilon *= sqrt_2_pi;
+ /****Compute pFG->left truncation point****/
+ if ( m < 25 )
+ {
+ /* for lambda below 25 the exponential can be smaller than tau */
+ /* if that is the case we expect underflows and warn the user */
+ if ( -lambda <= tau )
+ {
+ printf("ERROR: Fox-Glynn: 0 < lambda < 25, underflow near Poi(%g,"
+ "0) = %.2e. The results are UNRELIABLE.\n",
+ lambda, exp(-lambda));
+ }
+ /* zero is used as left truncation point for lambda <= 25 */
+ left = 0;
+ }
+ /* compute the left truncation point for lambda >= 25 */
+ /* for lambda < 25 we use zero as left truncation point */
+ else
+ {
+ const double bl = (1 + 1 / lambda) * exp((1/lambda) * 0.125);
+ const double sqrt_lambda = sqrt(lambda);
+ int k;
+ /*Start looking for the left truncation point*/
+ /* start search at k=4 (taken from original Fox-Glynn paper) */
+ /* increase the left truncation point until we fulfil the error
+ condition */
+
+ for ( k = 4 ; TRUE ; k++ ) {
+ double max_err;
+
+ left = m - (int) ceil(k*sqrt_lambda + 0.5);
+ /* for small lambda the above calculation can yield negative truncation points, crop them here */
+ if ( left <= 0 ) {
+ left = 0;
+ break;
+ }
+ /* Note that Propositions 2-4 in Fox--Glynn mix up notation: they
+ write Phi where they mean 1 - Phi. (In Corollaries 1 and 2, phi is
+ used correctly again.) */
+ max_err = bl * exp(-0.5 * (k*k)) / k;
+ if ( max_err * 2 <= epsilon ) {
+ /* If the error on the left hand side is smaller, we can be
+ more lenient on the right hand side. To this end, we now set
+ epsilon to the part of the error that has not yet been eaten
+ up by the left-hand truncation. */
+ epsilon -= max_err;
+ break;
+ }
+ }
+ /*Finally the left truncation point is found*/
+ }
+
+ /****Compute pFG->right truncation point****/
+ {
+ double lambda_max;
+ int m_max, k;
+ /*According to Fox-Glynn, if lambda < 400 we should take lambda = 400,
+ otherwise use the original value. This is for computing the right truncation point*/
+ if ( m < 400 ) {
+ lambda_max = lambda_400;
+ m_max = 400;
+ epsilon *= 0.662608824988162441697980;
+ /* i.e. al = (1+1/400) * exp(1/16) * sqrt_2; epsilon /= al; */
+ } else {
+ lambda_max = lambda;
+ m_max = m;
+ epsilon *= (1 - 1 / (lambda + 1)) * 0.664265347050632847802225;
+ /* i.e. al = (1+1/lambda) * exp(1/16) * sqrt_2; epsilon /= al; */
+ }
+ /* find right truncation point */
+
+ /* This loop is a modification to the original Fox-Glynn paper.
+ The search for the right truncation point is only terminated by
+ the error condition and not by the stop index from the FG paper.
+ This can yield more accurate results if necessary.*/
+ for ( k = 4 ; TRUE ; k++ )
+ {
+ /* dkl_inv is between 1 - 1e-33 and 1 if lambda_max >= 400 and
+ k >= 4; this will always be rounded to 1.0. We therefore leave the
+ factor out.
+ double dkl_inv=1 - exp(-266/401.0 * (k*sqrt(2*lambda_max) + 1.5));
+ */
+ if ( k * epsilon /* actually: "k * (dkl_inv*epsilon/al)", which
+ has been calculated above */ >= exp(-0.5*(k*k)) )
+ break;
+ }
+ right = m_max + (int) ceil(k * sqrt(2 * lambda_max) + 0.5);
+ if ( right > m_max + (int) ceil((lambda_max + 1) * 0.5) ) {
+ printf("ERROR: Fox-Glynn: right = %d >> lambda = %g, cannot "
+ "bound the right tail. The results are "
+ "UNRELIABLE.\n", right, lambda_max);
+ }
+ }
+
+ /*Time to set the initial value for weights*/
+ pFG = calloc((size_t) 1, sizeof(FoxGlynn) +
+ (right - left) * sizeof(pFG->weights[0]));
+ if ( NULL == pFG ) {
+ err_msg_3(err_MEMORY, "finder(%d,%g,_,%g,_)", m, lambda, omega, NULL);
+ }
+ pFG->right = right;
+ pFG->left = left;
+ pFG->weights[m - left] = omega / ( 1.0e+10 * (right - left) );
+
+ if ( m >= 25 )
+ {
+ /* perform underflow check */
+ double result, log_c_m_inf;
+ int i;
+
+ /* we are going to compare with tau - log(w[m]) */
+ tau -= log(pFG->weights[m - left]);
+ /*We take the c_m_inf = 0.14627 / sqrt( m ), as for lambda >= 25
+ c_m = 1 / ( sqrt( 2.0 * pi * m ) ) * exp( m - lambda - 1 / ( 12.0 * m ) ) => c_m_inf*/
+ /* Note that m-lambda is in the interval (-1,0],
+ and -1/(12*m) is in [-1/(12*25),0).
+ So, exp(m-lambda - 1/(12*m)) is in (exp(-1-1/(12*25)),exp(0)).
+ Therefore, we can improve the lower bound on c_m to
+ exp(-1-1/(12*25)) / sqrt(2*pi) = ~0.14627. Its logarithm is
+ -1 - 1/(12*25) - log(2*pi) * 0.5 = ~ -1.922272 (rounded towards
+ -infinity). */
+ log_c_m_inf = -1.922272 - log((double) m) * 0.5;
+
+ /* We use FG's Proposition 6 directly (and not Corollary 4 i and ii),
+ as k_prime may be too large if pFG->left == 0. */
+ i = m - left;
+ if ( i <= left /* equivalent to 2*i <= m,
+ equivalent to i <= lambda/2 */ )
+ {
+ /* Use Proposition 6 (i). Note that Fox--Glynn are off by one in
+ the proof of this proposition; they sum up to i-1, but should have
+ summed up to i. */
+ result = log_c_m_inf
+ - i * (i+1) * (0.5 + (2*i+1)/(6*lambda)) / lambda;
+ }
+ else
+ {
+ /* Use Corollary 4 (iii). Note that k_prime <= sqrt(m+1)/m is a
+ misprint for k_prime <= m/sqrt(m+1), which is equivalent to
+ left >= 0, which holds trivially. */
+ result = -lambda;
+ if ( 0 != left ) {
+ /* also use Proposition 6 (ii) */
+ double result_1 = log_c_m_inf + i * log(1 - i/(double) (m+1));
+ /*Take the maximum*/
+ if ( result_1 > result )
+ result = result_1;
+ }
+ }
+ if ( result <= tau )
+ {
+ const int log10_result = (int) floor(result * log10_e);
+ printf("ERROR: Fox-Glynn: lambda >= 25, underflow near Poi(%g,%d)"
+ " <= %.2fe%+d. The results are UNRELIABLE.\n",
+ lambda, left, exp(result - log10_result/log10_e),
+ log10_result);
+ }
+
+ /*We still have to perform an underflow check for the right truncation point when lambda >= 400*/
+ if ( m >= 400 )
+ {
+ /* Use Proposition 5 of Fox--Glynn */
+ i = right - m;
+ result = log_c_m_inf - i * (i + 1) / (2 * lambda);
+ if ( result <= tau )
+ {
+ const int log10_result = (int) floor(result * log10_e);
+ printf("ERROR: Fox-Glynn: lambda >= 400, underflow near "
+ "Poi(%g,%d) <= %.2fe%+d. The results are "
+ "UNRELIABLE.\n", lambda, right,
+ exp(result - log10_result / log10_e),
+ log10_result);
+ }
+ }
+ }
+
+ return pFG;
+ }
+
+ template<typename ValueType>
+ FoxGlynnResult<ValueType> foxGlynnWeighter(ValueType lambda, ValueType epsilon) {
+ /*The magic m point*/
+ const uint64_t m = (int) floor(lambda);
+ int j, t;
+ FoxGlynn * pFG;
+
+ pFG = finder(m, lambda, tau, omega, epsilon);
+ if ( NULL == pFG ) {
+ err_msg_4(err_CALLBY, "weighter(%g,%g,%g,%g)", lambda,
+ tau, omega, epsilon, NULL);
+ }
+
+ /*Fill the left side of the array*/
+ for ( j = m - pFG->left ; j > 0 ; j-- )
+ pFG->weights[j-1] = (j+pFG->left) / lambda * pFG->weights[j];
+
+ t = pFG->right - pFG->left;
+ /*Fill the right side of the array, have two cases lambda < 400 & lambda >= 400*/
+ if ( m < 400 )
+ {
+ /*Perform the underflow check, according to Fox-Glynn*/
+ if( pFG->right > 600 )
+ {
+ printf("ERROR: Fox-Glynn: pFG->right > 600, underflow is possible\n");
+ freeFG(pFG);
+ return NULL;
+ }
+ /*Compute weights*/
+ for ( j = m - pFG->left ; j < t ; j++ )
+ {
+ double q = lambda / (j + 1 + pFG->left);
+ if ( pFG->weights[j] > tau / q )
+ {
+ pFG->weights[j + 1] = q * pFG->weights[j];
+ }else{
+ t = j;
+ pFG->right = j + pFG->left;
+ break; /*It's time to compute W*/
+ }
+ }
+ }else{
+ /*Compute weights*/
+ for ( j = m - pFG->left ; j < t ; j++ )
+ pFG->weights[j+1] = lambda / (j+1 + pFG->left) * pFG->weights[j];
+ }
+
+ /*It is time to compute the normalization weight W*/
+ pFG->total_weight = 0.0;
+ j = 0;
+ /* t was set above */
+
+ while( j < t )
+ {
+ if ( pFG->weights[j] <= pFG->weights[t] )
+ {
+ pFG->total_weight += pFG->weights[j];
+ j++;
+ }else{
+ pFG->total_weight += pFG->weights[t];
+ t--;
+ }
+ }
+ pFG->total_weight += pFG->weights[j];
+
+ /* printf("Fox-Glynn: ltp = %d, rtp = %d, w = %10.15le \n", pFG->left, pFG->right, pFG->total_weight); */
+
+ return pFG;
+ }
+
+ template<typename ValueType>
+ FoxGlynnResult<ValueType> foxGlynn(ValueType lambda, ValueType epsilon) {
+ STORM_LOG_THROW(lambda > 0, storm::exceptions::InvalidArgumentException, "Fox-Glynn requires positive lambda.");
+ return foxGlynnWeighter(lambda, epsilon);
+ }
+
+ template FoxGlynnResult<double> foxGlynn(double lambda, double epsilon);
+
+ }
+ }
+}
diff --git a/src/storm/utility/numerical.h b/src/storm/utility/numerical.h
index 946bdd4a5..233bb8a74 100644
--- a/src/storm/utility/numerical.h
+++ b/src/storm/utility/numerical.h
@@ -1,278 +1,22 @@
#include <vector>
-#include <tuple>
-#include <cmath>
-
-#include <boost/math/constants/constants.hpp>
-
-#include "storm/utility/macros.h"
-#include "storm/utility/constants.h"
-#include "storm/exceptions/InvalidArgumentException.h"
-#include "storm/exceptions/OutOfRangeException.h"
-#include "storm/exceptions/PrecisionExceededException.h"
+#include <cstdint>
namespace storm {
namespace utility {
namespace numerical {
- template<typename ValueType>
- std::tuple<uint_fast64_t, uint_fast64_t, ValueType, std::vector<ValueType>> getFoxGlynnCutoff(ValueType lambda, ValueType overflow, ValueType accuracy) {
- STORM_LOG_THROW(lambda != storm::utility::zero<ValueType>(), storm::exceptions::InvalidArgumentException, "Error in Fox-Glynn algorithm: lambda must not be zero.");
-
- // This code is a modified version of the one in PRISM. According to their implementation, for lambda
- // smaller than 400, we compute the result using the naive method.
- if (lambda < 400) {
- ValueType eToPowerMinusLambda = std::exp(-lambda);
- ValueType targetValue = (1 - accuracy) / eToPowerMinusLambda;
- std::vector<ValueType> weights;
-
- ValueType exactlyKEvents = 1;
- ValueType atMostKEvents = exactlyKEvents;
- weights.push_back(exactlyKEvents * eToPowerMinusLambda);
-
- uint_fast64_t k = 1;
- do {
- exactlyKEvents *= lambda / k;
- atMostKEvents += exactlyKEvents;
- weights.push_back(exactlyKEvents * eToPowerMinusLambda);
- ++k;
- } while (atMostKEvents < targetValue);
-
- return std::make_tuple(0, k - 1, 1.0, weights);
- } else {
- STORM_LOG_THROW(accuracy >= 1e-10, storm::exceptions::InvalidArgumentException, "Error in Fox-Glynn algorithm: the accuracy must not be below 1e-10.");
-
- // Factor from Fox&Glynn's paper. The paper does not explain where it comes from.
- ValueType factor = 1e+10;
-
- // Now start the Finder algorithm to find the truncation points.
- ValueType m = std::floor(lambda);
- uint_fast64_t leftTruncationPoint = 0, rightTruncationPoint = 0;
- {
- // Factors used by the corollaries explained in Fox & Glynns paper.
- // Square root of pi.
- ValueType sqrtpi = 1.77245385090551602729;
-
- // Square root of 2.
- ValueType sqrt2 = 1.41421356237309504880;
-
- // Set up a_\lambda, b_\lambda, and the square root of lambda.
- ValueType aLambda = 0, bLambda = 0, sqrtLambda = 0;
- if (m < 400) {
- sqrtLambda = std::sqrt(400.0);
- aLambda = (1.0 + 1.0 / 400.0) * std::exp(0.0625) * sqrt2;
- bLambda = (1.0 + 1.0 / 400.0) * std::exp(0.125 / 400.0);
- } else {
- sqrtLambda = std::sqrt(lambda);
- aLambda = (1.0 + 1.0 / lambda) * std::exp(0.0625) * sqrt2;
- bLambda = (1.0 + 1.0 / lambda) * std::exp(0.125 / lambda);
- }
-
- // Use Corollary 1 from the paper to find the right truncation point.
- uint_fast64_t k = 4;
-
- ValueType dkl = 1.0 / (1 - std::exp(-(2.0 / 9.0) * (k * sqrt2 * sqrtLambda + 1.5)));
-
- // According to David Jansen the upper bound can be ignored to achieve more accurate results.
- // Right hand side of the equation in Corollary 1.
- while ((accuracy / 2.0) < (aLambda * dkl * std::exp(-(k*k / 2.0)) / (k * sqrt2 * sqrtpi))) {
- ++k;
-
- // d(k,Lambda) from the paper.
- dkl = 1.0 / (1 - std::exp(-(2.0 / 9.0)*(k * sqrt2 * sqrtLambda + 1.5)));
- }
-
- // Left hand side of the equation in Corollary 1.
- rightTruncationPoint = static_cast<uint_fast64_t>(std::ceil((m + k * sqrt2 * sqrtLambda + 1.5)));
-
- // Use Corollary 2 to find left truncation point.
- k = 4;
-
- // Right hand side of the equation in Corollary 2.
- while ((accuracy / 2.0) < ((bLambda * std::exp(-(k*k / 2.0))) / (k * sqrt2 * sqrtpi))) {
- ++k;
- }
-
- // Left hand side of the equation in Corollary 2.
- leftTruncationPoint = static_cast<uint_fast64_t>(std::max(std::trunc(m - k * sqrtLambda - 1.5), storm::utility::zero<ValueType>()));
-
- // Check for underflow.
- STORM_LOG_THROW(std::trunc((m - k * sqrtLambda - 1.5)) >= 0, storm::exceptions::OutOfRangeException, "Error in Fox-Glynn algorithm: Underflow of left truncation point.");
- }
-
- std::vector<ValueType> weights(rightTruncationPoint - leftTruncationPoint + 1);
- weights[m - leftTruncationPoint] = overflow / (factor * (rightTruncationPoint - leftTruncationPoint));
- for (uint_fast64_t j = m; j > leftTruncationPoint; --j) {
- weights[j - 1 - leftTruncationPoint] = (j / lambda) * weights[j - leftTruncationPoint];
- }
-
- for (uint_fast64_t j = m; j < rightTruncationPoint; ++j) {
- weights[j + 1 - leftTruncationPoint] = (lambda / (j + 1)) * weights[j - leftTruncationPoint];
- }
-
-
- // Compute the total weight and start with smallest to avoid roundoff errors.
- ValueType totalWeight = storm::utility::zero<ValueType>();
-
- uint_fast64_t s = leftTruncationPoint;
- uint_fast64_t t = rightTruncationPoint;
- while (s < t) {
- if (weights[s - leftTruncationPoint] <= weights[t - leftTruncationPoint]) {
- totalWeight += weights[s - leftTruncationPoint];
- ++s;
- } else {
- totalWeight += weights[t - leftTruncationPoint];
- --t;
- }
- }
-
- totalWeight += weights[s - leftTruncationPoint];
-
- return std::make_tuple(leftTruncationPoint, rightTruncationPoint, totalWeight, weights);
- }
-
- }
-
- template<typename ValueType>
- std::tuple<uint64_t, uint64_t, ValueType> foxGlynnFinder(ValueType lambda, ValueType underflow, ValueType overflow, ValueType accuracy) {
- uint64_t m = static_cast<uint64_t>(lambda);
- int64_t L = 0;
- uint64_t R = 0;
- uint64_t k = 4;
-
- ValueType pi = boost::math::constants::pi<ValueType>();
-
- if (m < 25) {
- STORM_LOG_THROW(std::exp(-static_cast<double>(m)) >= underflow, storm::exceptions::PrecisionExceededException, "Underflow in Fox-Glynn.");
- L = 0;
- } else {
- ValueType rhsb = (accuracy / 2) * std::sqrt(2 * pi) / ((1 + 1/lambda) * std::exp(1 / (8 * lambda)));
- k = 4;
-
- do {
- L = m - std::ceil(k * std::sqrt(lambda) + 0.5);
- if (L <= 0) {
- break;
- }
- if (std::exp(-(k*k) / 2) / k <= rhsb) {
- break;
- }
- ++k;
- } while (true);
- }
-
- uint64_t mmax;
- uint64_t maxr;
- ValueType r2l;
- ValueType rhsa;
-
- if (m < 400) {
- mmax = 400;
- r2l = std::sqrt(2 * 400);
- rhsa = (accuracy / 2) * std::sqrt(2 * pi) / ((1 + 1.0/400) * std::sqrt(2.0) * std::exp(1.0 / 16));
- maxr = 400 + static_cast<uint64_t>(std::ceil((400 + 1) / 2.0));
- } else {
- mmax = m;
- r2l = std::sqrt(2 * lambda);
- rhsa = (accuracy / 2) * std::sqrt(2 * pi) / ((1 + 1.0/lambda) * std::sqrt(2.0) * std::exp(1.0 / 16));
- maxr = m + static_cast<uint64_t>(std::ceil((lambda + 1) / 2.0));
- }
-
- k = 4;
- do {
- R = mmax + static_cast<uint64_t>(std::ceil(k * r2l + 0.5));
- STORM_LOG_THROW(R <= maxr, storm::exceptions::PrecisionExceededException, "Fox-Glynn: cannot bound right tail.");
- ValueType dkl = storm::utility::one<ValueType>();
- if (dkl * std::exp(-(k * k / 2.0)) / k <= rhsa) {
- break;
- }
- ++k;
- } while (true);
-
- ValueType wm = std::pow<ValueType>(10, -10) * overflow * (R - L + 1);
- if (m >= 25) {
- ValueType lcm = -1 - (1.0/12*25) - std::log(2 * pi) - 0.5 * std::log(static_cast<ValueType>(m));
- uint64_t i = m - L;
- ValueType llb;
- if (i <= static_cast<uint64_t>(L)) {
- llb = -static_cast<ValueType>(i)*(i + 1)*(((2 * i + 1) / (6 * lambda)) + 0.5) * (1 / lambda) + lcm;
- } else {
- llb = std::max(i * std::log(1 - (i / (m + 1.0))), -lambda);
- }
- STORM_LOG_THROW(llb >= std::log(underflow) - std::log(wm), storm::exceptions::PrecisionExceededException, "Fox-Glynn: Underflow at lower bound.");
- if (m >= 400) {
- llb = lcm - std::pow(R - m + 1, 2) / (2 * lambda);
- STORM_LOG_THROW(llb >= std::log(underflow) - std::log(wm), storm::exceptions::PrecisionExceededException, "Fox-Glynn: Underflow at upper bound.");
- }
- }
-
- return std::make_tuple(static_cast<uint64_t>(L), R, wm);
- }
-
template<typename ValueType>
- std::tuple<uint64_t, uint64_t, ValueType, std::vector<ValueType>> foxGlynnWeighter(ValueType lambda, ValueType accuracy) {
-
- STORM_LOG_THROW(lambda > storm::utility::zero<ValueType>(), storm::exceptions::InvalidArgumentException, "Fox-Glynn: Lambda must be positive.");
-
- ValueType underflow = std::numeric_limits<ValueType>::min();
- ValueType overflow = std::numeric_limits<ValueType>::max();
+ struct FoxGlynnResult {
+ FoxGlynnResult();
- // Initialize.
- uint64_t m = static_cast<uint64_t>(lambda);
- std::tuple<uint64_t, uint64_t, ValueType> finderResult = foxGlynnFinder(lambda, underflow, overflow, accuracy);
- uint64_t L = std::get<0>(finderResult);
- uint64_t R = std::get<1>(finderResult);
- ValueType wm = std::get<2>(finderResult);
- std::vector<ValueType> w(R - L + 1);
- w.back() = wm;
-
- // Down.
- for (uint64_t j = m; j > L; --j) {
- w[j - L - 1] = (j / lambda) * w[j - L];
- }
-
- // Up.
- if (lambda < 400) {
- // Special.
- STORM_LOG_THROW(R <= 600, storm::exceptions::PrecisionExceededException, "Potential underflow in Fox-Glynn.");
- for (uint64_t j = m; j < R; ++j) {
- auto q = lambda / (j + 1);
- if (w[j - L] > underflow / q) {
- w[j - L + 1] = q * w[j - L];
- } else {
- R = j;
- break;
- }
- }
- } else {
- for (uint64_t j = m; j < R; ++j) {
- w[j - L + 1] = (lambda / (j + 1)) * w[j - L];
- }
- }
-
- // Compute W.
- ValueType W = storm::utility::zero<ValueType>();
- uint64_t s = L;
- uint64_t t = R;
-
- while (s < t) {
- if (w[s - L] <= w[t - L]) {
- W += w[s - L];
- ++s;
- } else {
- W += w[t - L];
- --t;
- }
- }
- W += w[s - L];
-
- // Return.
- return std::make_tuple(L, R, W, w);
+ uint64_t left;
+ uint64_t right;
+ ValueType totalWeight;
+ std::vector<ValueType> weights;
}
template<typename ValueType>
- std::tuple<uint_fast64_t, uint_fast64_t, ValueType, std::vector<ValueType>> foxGlynn(ValueType lambda, ValueType accuracy) {
- return foxGlynnWeighter(lambda, accuracy);
- }
+ FoxGlynnResult<ValueType> foxGlynn(ValueType lambda, ValueType epsilon);
}
}
From 70818dd9ddbb817c5b222ffa1eadc00aa6c7cf4e Mon Sep 17 00:00:00 2001
From: dehnert <dehnert@cs.rwth-aachen.de>
Date: Fri, 1 Dec 2017 11:20:04 +0100
Subject: [PATCH 04/19] finished c++ifying David Jansen's implementation of
Fox-Glynn
---
.../csl/helper/SparseCtmcCslHelper.cpp | 22 +-
src/storm/utility/numerical.cpp | 355 +++++++++---------
src/storm/utility/numerical.h | 2 +-
3 files changed, 182 insertions(+), 197 deletions(-)
diff --git a/src/storm/modelchecker/csl/helper/SparseCtmcCslHelper.cpp b/src/storm/modelchecker/csl/helper/SparseCtmcCslHelper.cpp
index 2d270c720..90d556133 100644
--- a/src/storm/modelchecker/csl/helper/SparseCtmcCslHelper.cpp
+++ b/src/storm/modelchecker/csl/helper/SparseCtmcCslHelper.cpp
@@ -634,19 +634,19 @@ namespace storm {
// Use Fox-Glynn to get the truncation points and the weights.
// std::tuple<uint_fast64_t, uint_fast64_t, ValueType, std::vector<ValueType>> foxGlynnResult = storm::utility::numerical::getFoxGlynnCutoff(lambda, 1e+300, storm::settings::getModule<storm::settings::modules::GeneralSettings>().getPrecision() / 8.0);
- std::tuple<uint_fast64_t, uint_fast64_t, ValueType, std::vector<ValueType>> foxGlynnResult = storm::utility::numerical::foxGlynn(lambda, storm::settings::getModule<storm::settings::modules::GeneralSettings>().getPrecision() / 8.0);
- STORM_LOG_DEBUG("Fox-Glynn cutoff points: left=" << std::get<0>(foxGlynnResult) << ", right=" << std::get<1>(foxGlynnResult));
+ storm::utility::numerical::FoxGlynnResult<ValueType> foxGlynnResult = storm::utility::numerical::foxGlynn(lambda, storm::settings::getModule<storm::settings::modules::GeneralSettings>().getPrecision() / 8.0);
+ STORM_LOG_DEBUG("Fox-Glynn cutoff points: left=" << foxGlynnResult.left << ", right=" << foxGlynnResult.right);
// Scale the weights so they add up to one.
- for (auto& element : std::get<3>(foxGlynnResult)) {
- element /= std::get<2>(foxGlynnResult);
+ for (auto& element : foxGlynnResult.weights) {
+ element /= foxGlynnResult.totalWeight;
}
// If the cumulative reward is to be computed, we need to adjust the weights.
if (useMixedPoissonProbabilities) {
ValueType sum = storm::utility::zero<ValueType>();
- for (auto& element : std::get<3>(foxGlynnResult)) {
+ for (auto& element : foxGlynnResult.weights) {
sum += element;
element = (1 - sum) / uniformizationRate;
}
@@ -656,10 +656,10 @@ namespace storm {
// Initialize result.
std::vector<ValueType> result;
- uint_fast64_t startingIteration = std::get<0>(foxGlynnResult);
+ uint_fast64_t startingIteration = foxGlynnResult.left;
if (startingIteration == 0) {
result = values;
- storm::utility::vector::scaleVectorInPlace(result, std::get<3>(foxGlynnResult)[0]);
+ storm::utility::vector::scaleVectorInPlace(result, foxGlynnResult.weights.front());
++startingIteration;
} else {
if (useMixedPoissonProbabilities) {
@@ -674,9 +674,9 @@ namespace storm {
std::unique_ptr<storm::solver::LinearEquationSolver<ValueType>> solver = linearEquationSolverFactory.create(env, std::move(uniformizedMatrix), storm::solver::LinearEquationSolverTask::Multiply);
solver->setCachingEnabled(true);
- if (!useMixedPoissonProbabilities && std::get<0>(foxGlynnResult) > 1) {
+ if (!useMixedPoissonProbabilities && foxGlynnResult.left > 1) {
// Perform the matrix-vector multiplications (without adding).
- solver->repeatedMultiply(values, addVector, std::get<0>(foxGlynnResult) - 1);
+ solver->repeatedMultiply(values, addVector, foxGlynnResult.left - 1);
} else if (useMixedPoissonProbabilities) {
std::function<ValueType(ValueType const&, ValueType const&)> addAndScale = [&uniformizationRate] (ValueType const& a, ValueType const& b) { return a + b / uniformizationRate; };
@@ -691,10 +691,10 @@ namespace storm {
// multiplication, scale and add the result.
ValueType weight = 0;
std::function<ValueType(ValueType const&, ValueType const&)> addAndScale = [&weight] (ValueType const& a, ValueType const& b) { return a + weight * b; };
- for (uint_fast64_t index = startingIteration; index <= std::get<1>(foxGlynnResult); ++index) {
+ for (uint_fast64_t index = startingIteration; index <= foxGlynnResult.right; ++index) {
solver->repeatedMultiply(values, addVector, 1);
- weight = std::get<3>(foxGlynnResult)[index - std::get<0>(foxGlynnResult)];
+ weight = foxGlynnResult.weights[index - foxGlynnResult.left];
storm::utility::vector::applyPointwise(result, values, result, addAndScale);
}
diff --git a/src/storm/utility/numerical.cpp b/src/storm/utility/numerical.cpp
index 1143d8bfd..cec474ff7 100644
--- a/src/storm/utility/numerical.cpp
+++ b/src/storm/utility/numerical.cpp
@@ -1,13 +1,11 @@
-#include <vector>
-#include <tuple>
-#include <cmath>
+#include "storm/utility/numerical.h"
+#include <cmath>
#include <boost/math/constants/constants.hpp>
#include "storm/utility/macros.h"
#include "storm/utility/constants.h"
#include "storm/exceptions/InvalidArgumentException.h"
-#include "storm/exceptions/OutOfRangeException.h"
#include "storm/exceptions/PrecisionExceededException.h"
namespace storm {
@@ -15,79 +13,93 @@ namespace storm {
namespace numerical {
template<typename ValueType>
- FoxGlynnResult<ValueType>::FoxGlynnResult() : left(0), right(0), totalWeight(0) {
+ FoxGlynnResult<ValueType>::FoxGlynnResult() : left(0), right(0), totalWeight(storm::utility::zero<ValueType>()) {
// Intentionally left empty.
}
+ /*!
+ * The following implementation of Fox and Glynn's algorithm is taken from David Jansen's patched version
+ * in MRMC, which is based on his paper:
+ *
+ * https://pms.cs.ru.nl/iris-diglib/src/getContent.php?id=2011-Jansen-UnderstandingFoxGlynn
+ *
+ * We have only adapted the code to match more of C++'s and our coding guidelines.
+ */
+
template<typename ValueType>
FoxGlynnResult<ValueType> foxGlynnFinder(ValueType lambda, ValueType epsilon) {
- int left, right;
- FoxGlynn * pFG;
+ ValueType tau = std::numeric_limits<ValueType>::min();
+ ValueType omega = std::numeric_limits<ValueType>::max();
+ ValueType const sqrt_2_pi = boost::math::constants::root_two_pi<ValueType>();
+ ValueType const log10_e = std::log10(boost::math::constants::e<ValueType>());
+
+ uint64_t m = static_cast<uint64_t>(lambda);
+
+ int64_t left = 0;
+ int64_t right = 0;
- /* tau is only used in underflow checks, which we are going to do in the
- logarithm domain. */
+ // tau is only used in underflow checks, which we are going to do in the logarithm domain.
tau = log(tau);
- /* In error bound comparisons, we always compare with epsilon*sqrt_2_pi.*/
+
+ // In error bound comparisons, we always compare with epsilon*sqrt_2_pi.
epsilon *= sqrt_2_pi;
- /****Compute pFG->left truncation point****/
- if ( m < 25 )
- {
- /* for lambda below 25 the exponential can be smaller than tau */
- /* if that is the case we expect underflows and warn the user */
- if ( -lambda <= tau )
- {
- printf("ERROR: Fox-Glynn: 0 < lambda < 25, underflow near Poi(%g,"
- "0) = %.2e. The results are UNRELIABLE.\n",
- lambda, exp(-lambda));
+
+ // Compute left truncation point.
+ if (m < 25) {
+ // For lambda below 25 the exponential can be smaller than tau. If that is the case we expect
+ // underflows and warn the user.
+ if (-lambda <= tau) {
+ STORM_LOG_WARN("Fox-Glynn: 0 < lambda < 25, underflow near Poi(" << lambda << ", 0) = " << std::exp(-lambda) << ". The results are unreliable.");
}
- /* zero is used as left truncation point for lambda <= 25 */
+
+ // Zero is used as left truncation point for lambda <= 25.
left = 0;
- }
- /* compute the left truncation point for lambda >= 25 */
- /* for lambda < 25 we use zero as left truncation point */
- else
- {
- const double bl = (1 + 1 / lambda) * exp((1/lambda) * 0.125);
- const double sqrt_lambda = sqrt(lambda);
- int k;
- /*Start looking for the left truncation point*/
- /* start search at k=4 (taken from original Fox-Glynn paper) */
- /* increase the left truncation point until we fulfil the error
- condition */
+ } else {
+ // Compute the left truncation point for lambda >= 25 (for lambda < 25 we use zero as left truncation point).
+
+ ValueType const bl = (1 + 1 / lambda) * std::exp((1/lambda) * 0.125);
+ ValueType const sqrt_lambda = std::sqrt(lambda);
+ int64_t k;
- for ( k = 4 ; TRUE ; k++ ) {
- double max_err;
+ // Start looking for the left truncation point:
+ // * start search at k=4 (taken from original Fox-Glynn paper)
+ // * increase the left truncation point until we fulfil the error condition
+
+ for (k = 4;; ++k) {
+ ValueType max_err;
+
+ left = m - static_cast<int64_t>(std::ceil(k*sqrt_lambda + 0.5));
- left = m - (int) ceil(k*sqrt_lambda + 0.5);
- /* for small lambda the above calculation can yield negative truncation points, crop them here */
- if ( left <= 0 ) {
+ // For small lambda the above calculation can yield negative truncation points, crop them here.
+ if (left <= 0) {
left = 0;
break;
}
- /* Note that Propositions 2-4 in Fox--Glynn mix up notation: they
- write Phi where they mean 1 - Phi. (In Corollaries 1 and 2, phi is
- used correctly again.) */
+
+ // Note that Propositions 2-4 in Fox--Glynn mix up notation: they write Phi where they mean
+ // 1 - Phi. (In Corollaries 1 and 2, phi is used correctly again.)
max_err = bl * exp(-0.5 * (k*k)) / k;
- if ( max_err * 2 <= epsilon ) {
- /* If the error on the left hand side is smaller, we can be
- more lenient on the right hand side. To this end, we now set
- epsilon to the part of the error that has not yet been eaten
- up by the left-hand truncation. */
+ if (max_err * 2 <= epsilon) {
+ // If the error on the left hand side is smaller, we can be more lenient on the right hand
+ // side. To this end, we now set epsilon to the part of the error that has not yet been eaten
+ // up by the left-hand truncation.
epsilon -= max_err;
break;
}
}
- /*Finally the left truncation point is found*/
+
+ // Finally the left truncation point is found.
}
- /****Compute pFG->right truncation point****/
+ // Compute right truncation point.
{
- double lambda_max;
- int m_max, k;
- /*According to Fox-Glynn, if lambda < 400 we should take lambda = 400,
- otherwise use the original value. This is for computing the right truncation point*/
- if ( m < 400 ) {
- lambda_max = lambda_400;
+ ValueType lambda_max;
+ int64_t m_max, k;
+
+ // According to Fox-Glynn, if lambda < 400 we should take lambda = 400, otherwise use the original
+ // value. This is for computing the right truncation point.
+ if (m < 400) {
+ lambda_max = 400;
m_max = 400;
epsilon *= 0.662608824988162441697980;
/* i.e. al = (1+1/400) * exp(1/16) * sqrt_2; epsilon /= al; */
@@ -97,184 +109,157 @@ namespace storm {
epsilon *= (1 - 1 / (lambda + 1)) * 0.664265347050632847802225;
/* i.e. al = (1+1/lambda) * exp(1/16) * sqrt_2; epsilon /= al; */
}
- /* find right truncation point */
- /* This loop is a modification to the original Fox-Glynn paper.
- The search for the right truncation point is only terminated by
- the error condition and not by the stop index from the FG paper.
- This can yield more accurate results if necessary.*/
- for ( k = 4 ; TRUE ; k++ )
- {
- /* dkl_inv is between 1 - 1e-33 and 1 if lambda_max >= 400 and
- k >= 4; this will always be rounded to 1.0. We therefore leave the
- factor out.
- double dkl_inv=1 - exp(-266/401.0 * (k*sqrt(2*lambda_max) + 1.5));
- */
- if ( k * epsilon /* actually: "k * (dkl_inv*epsilon/al)", which
- has been calculated above */ >= exp(-0.5*(k*k)) )
+ // Find right truncation point.
+
+ // This loop is a modification to the original Fox-Glynn paper.
+ // The search for the right truncation point is only terminated by the error condition and not by
+ // the stop index from the FG paper. This can yield more accurate results if necessary.
+ for (k = 4;; ++k) {
+ // dkl_inv is between 1 - 1e-33 and 1 if lambda_max >= 400 and k >= 4; this will always be
+ // rounded to 1.0. We therefore leave the factor out.
+ // double dkl_inv=1 - exp(-266/401.0 * (k*sqrt(2*lambda_max) + 1.5));
+
+ // actually: "k * (dkl_inv*epsilon/al) >= exp(-0.5 * k^2)", but epsilon has been changed appropriately.
+ if (k * epsilon >= exp(-0.5*(k*k))) {
break;
+ }
}
- right = m_max + (int) ceil(k * sqrt(2 * lambda_max) + 0.5);
- if ( right > m_max + (int) ceil((lambda_max + 1) * 0.5) ) {
- printf("ERROR: Fox-Glynn: right = %d >> lambda = %g, cannot "
- "bound the right tail. The results are "
- "UNRELIABLE.\n", right, lambda_max);
+ right = m_max + static_cast<int64_t>(std::ceil(k * std::sqrt(2 * lambda_max) + 0.5));
+ if (right > m_max + static_cast<int64_t>(std::ceil((lambda_max + 1) * 0.5))) {
+ STORM_LOG_WARN("Fox-Glynn: right = " << right << " >> lambda = " << lambda_max << ", cannot bound the right tail. The results are unreliable.");
}
}
- /*Time to set the initial value for weights*/
- pFG = calloc((size_t) 1, sizeof(FoxGlynn) +
- (right - left) * sizeof(pFG->weights[0]));
- if ( NULL == pFG ) {
- err_msg_3(err_MEMORY, "finder(%d,%g,_,%g,_)", m, lambda, omega, NULL);
- }
- pFG->right = right;
- pFG->left = left;
- pFG->weights[m - left] = omega / ( 1.0e+10 * (right - left) );
+ // Time to set the initial value for weights.
+ FoxGlynnResult<ValueType> fgresult;
+ fgresult.left = static_cast<uint64_t>(left);
+ fgresult.right = static_cast<uint64_t>(right);
+ fgresult.weights.resize(fgresult.right - fgresult.left + 1);
+
+ fgresult.weights[m - left] = omega / (1.0e+10 * (right - left));
- if ( m >= 25 )
- {
- /* perform underflow check */
- double result, log_c_m_inf;
- int i;
+ if (m >= 25) {
+ // Perform underflow check.
+ ValueType result, log_c_m_inf;
+ int64_t i;
- /* we are going to compare with tau - log(w[m]) */
- tau -= log(pFG->weights[m - left]);
- /*We take the c_m_inf = 0.14627 / sqrt( m ), as for lambda >= 25
- c_m = 1 / ( sqrt( 2.0 * pi * m ) ) * exp( m - lambda - 1 / ( 12.0 * m ) ) => c_m_inf*/
- /* Note that m-lambda is in the interval (-1,0],
- and -1/(12*m) is in [-1/(12*25),0).
- So, exp(m-lambda - 1/(12*m)) is in (exp(-1-1/(12*25)),exp(0)).
- Therefore, we can improve the lower bound on c_m to
- exp(-1-1/(12*25)) / sqrt(2*pi) = ~0.14627. Its logarithm is
- -1 - 1/(12*25) - log(2*pi) * 0.5 = ~ -1.922272 (rounded towards
- -infinity). */
+ // we are going to compare with tau - log(w[m]).
+ tau -= std::log(fgresult.weights[m - left]);
+
+ // We take the c_m_inf = 0.14627 / sqrt( m ), as for lambda >= 25
+ // c_m = 1 / ( sqrt( 2.0 * pi * m ) ) * exp( m - lambda - 1 / ( 12.0 * m ) ) => c_m_inf.
+ // Note that m-lambda is in the interval (-1,0], and -1/(12*m) is in [-1/(12*25),0).
+ // So, exp(m-lambda - 1/(12*m)) is in (exp(-1-1/(12*25)),exp(0)).
+ // Therefore, we can improve the lower bound on c_m to exp(-1-1/(12*25)) / sqrt(2*pi) = ~0.14627.
+ // Its logarithm is -1 - 1/(12*25) - log(2*pi) * 0.5 = ~ -1.922272 (rounded towards -infinity).
log_c_m_inf = -1.922272 - log((double) m) * 0.5;
- /* We use FG's Proposition 6 directly (and not Corollary 4 i and ii),
- as k_prime may be too large if pFG->left == 0. */
+ // We use FG's Proposition 6 directly (and not Corollary 4 i and ii), as k_prime may be too large
+ // if pFG->left == 0.
i = m - left;
- if ( i <= left /* equivalent to 2*i <= m,
- equivalent to i <= lambda/2 */ )
- {
- /* Use Proposition 6 (i). Note that Fox--Glynn are off by one in
- the proof of this proposition; they sum up to i-1, but should have
- summed up to i. */
+
+ // Equivalent to 2*i <= m, equivalent to i <= lambda/2.
+ if (i <= left) {
+ // Use Proposition 6 (i). Note that Fox--Glynn are off by one in the proof of this proposition;
+ // they sum up to i-1, but should have summed up to i. */
result = log_c_m_inf
- i * (i+1) * (0.5 + (2*i+1)/(6*lambda)) / lambda;
- }
- else
- {
- /* Use Corollary 4 (iii). Note that k_prime <= sqrt(m+1)/m is a
- misprint for k_prime <= m/sqrt(m+1), which is equivalent to
- left >= 0, which holds trivially. */
+ } else {
+ // Use Corollary 4 (iii). Note that k_prime <= sqrt(m+1)/m is a misprint for k_prime <= m/sqrt(m+1),
+ // which is equivalent to left >= 0, which holds trivially.
result = -lambda;
- if ( 0 != left ) {
- /* also use Proposition 6 (ii) */
+ if (left != 0) {
+ // Also use Proposition 6 (ii).
double result_1 = log_c_m_inf + i * log(1 - i/(double) (m+1));
- /*Take the maximum*/
- if ( result_1 > result )
+
+ // Take the maximum.
+ if (result_1 > result) {
result = result_1;
+ }
}
}
- if ( result <= tau )
- {
- const int log10_result = (int) floor(result * log10_e);
- printf("ERROR: Fox-Glynn: lambda >= 25, underflow near Poi(%g,%d)"
- " <= %.2fe%+d. The results are UNRELIABLE.\n",
- lambda, left, exp(result - log10_result/log10_e),
- log10_result);
+ if (result <= tau) {
+ int64_t const log10_result = static_cast<int64_t>(std::floor(result * log10_e));
+ STORM_LOG_WARN("Fox-Glynn: lambda >= 25, underflow near Poi(" << lambda << "," << left << ") <= " << std::exp(result - log10_result/log10_e) << log10_result << ". The results are unreliable.");
}
- /*We still have to perform an underflow check for the right truncation point when lambda >= 400*/
- if ( m >= 400 )
- {
- /* Use Proposition 5 of Fox--Glynn */
+ // We still have to perform an underflow check for the right truncation point when lambda >= 400.
+ if (m >= 400) {
+ // Use Proposition 5 of Fox--Glynn.
i = right - m;
result = log_c_m_inf - i * (i + 1) / (2 * lambda);
- if ( result <= tau )
- {
- const int log10_result = (int) floor(result * log10_e);
- printf("ERROR: Fox-Glynn: lambda >= 400, underflow near "
- "Poi(%g,%d) <= %.2fe%+d. The results are "
- "UNRELIABLE.\n", lambda, right,
- exp(result - log10_result / log10_e),
- log10_result);
+ if (result <= tau) {
+ int64_t const log10_result = static_cast<int64_t>(std::floor(result * log10_e));
+ STORM_LOG_WARN("Fox-Glynn: lambda >= 25, underflow near Poi(" << lambda << "," << right << ") <= " << std::exp(result - log10_result/log10_e) << log10_result << ". The results are unreliable.");
}
}
}
- return pFG;
+ return fgresult;
}
template<typename ValueType>
FoxGlynnResult<ValueType> foxGlynnWeighter(ValueType lambda, ValueType epsilon) {
- /*The magic m point*/
- const uint64_t m = (int) floor(lambda);
- int j, t;
- FoxGlynn * pFG;
+ ValueType tau = std::numeric_limits<ValueType>::min();
+
+ // The magic m point.
+ uint64_t m = static_cast<uint64_t>(lambda);
+ int64_t j, t;
+
+ FoxGlynnResult<ValueType> result = foxGlynnFinder(lambda, epsilon);
- pFG = finder(m, lambda, tau, omega, epsilon);
- if ( NULL == pFG ) {
- err_msg_4(err_CALLBY, "weighter(%g,%g,%g,%g)", lambda,
- tau, omega, epsilon, NULL);
+ // Fill the left side of the array.
+ for (j = m - result.left; j > 0; --j) {
+ result.weights[j - 1] = (j + result.left) / lambda * result.weights[j];
}
- /*Fill the left side of the array*/
- for ( j = m - pFG->left ; j > 0 ; j-- )
- pFG->weights[j-1] = (j+pFG->left) / lambda * pFG->weights[j];
+ t = result.right - result.left;
- t = pFG->right - pFG->left;
- /*Fill the right side of the array, have two cases lambda < 400 & lambda >= 400*/
- if ( m < 400 )
- {
- /*Perform the underflow check, according to Fox-Glynn*/
- if( pFG->right > 600 )
- {
- printf("ERROR: Fox-Glynn: pFG->right > 600, underflow is possible\n");
- freeFG(pFG);
- return NULL;
- }
- /*Compute weights*/
- for ( j = m - pFG->left ; j < t ; j++ )
- {
- double q = lambda / (j + 1 + pFG->left);
- if ( pFG->weights[j] > tau / q )
- {
- pFG->weights[j + 1] = q * pFG->weights[j];
- }else{
+ // Fill the right side of the array, have two cases lambda < 400 & lambda >= 400.
+ if (m < 400) {
+ // Perform the underflow check, according to Fox-Glynn.
+ STORM_LOG_THROW(result.right <= 600, storm::exceptions::PrecisionExceededException, "Fox-Glynn: " << result.right << " > 600, underflow is possible.");
+
+ // Compute weights.
+ for (j = m - result.left; j < t; ++j) {
+ ValueType q = lambda / (j + 1 + result.left);
+ if (result.weights[j] > tau / q) {
+ result.weights[j + 1] = q * result.weights[j];
+ } else {
t = j;
- pFG->right = j + pFG->left;
- break; /*It's time to compute W*/
+ result.right = j + result.left;
+
+ // It's time to compute W.
+ break;
}
}
- }else{
- /*Compute weights*/
- for ( j = m - pFG->left ; j < t ; j++ )
- pFG->weights[j+1] = lambda / (j+1 + pFG->left) * pFG->weights[j];
+ } else {
+ // Compute weights.
+ for (j = m - result.left; j < t; ++j) {
+ result.weights[j + 1] = lambda / (j + 1 + result.left) * result.weights[j];
+ }
}
- /*It is time to compute the normalization weight W*/
- pFG->total_weight = 0.0;
+ // It is time to compute the normalization weight W.
+ result.totalWeight = storm::utility::zero<ValueType>();
j = 0;
- /* t was set above */
- while( j < t )
- {
- if ( pFG->weights[j] <= pFG->weights[t] )
- {
- pFG->total_weight += pFG->weights[j];
+ // t was set above.
+ while(j < t) {
+ if (result.weights[j] <= result.weights[t]) {
+ result.totalWeight += result.weights[j];
j++;
- }else{
- pFG->total_weight += pFG->weights[t];
+ } else {
+ result.totalWeight += result.weights[t];
t--;
}
}
- pFG->total_weight += pFG->weights[j];
+ result.totalWeight += result.weights[j];
- /* printf("Fox-Glynn: ltp = %d, rtp = %d, w = %10.15le \n", pFG->left, pFG->right, pFG->total_weight); */
+ STORM_LOG_TRACE("Fox-Glynn: ltp = " << result.left << ", rtp = " << result.right << ", w = " << result.totalWeight << ".");
- return pFG;
+ return result;
}
template<typename ValueType>
diff --git a/src/storm/utility/numerical.h b/src/storm/utility/numerical.h
index 233bb8a74..7bd18cebe 100644
--- a/src/storm/utility/numerical.h
+++ b/src/storm/utility/numerical.h
@@ -13,7 +13,7 @@ namespace storm {
uint64_t right;
ValueType totalWeight;
std::vector<ValueType> weights;
- }
+ };
template<typename ValueType>
FoxGlynnResult<ValueType> foxGlynn(ValueType lambda, ValueType epsilon);
From cd34e3d67eb7a03fccd9adb02200cecb4222103a Mon Sep 17 00:00:00 2001
From: dehnert <dehnert@cs.rwth-aachen.de>
Date: Sat, 2 Dec 2017 13:08:14 +0100
Subject: [PATCH 05/19] fixed issue in rational search preventing convergence
in many cases
---
src/storm/solver/NativeLinearEquationSolver.cpp | 4 ++--
.../solver/SymbolicMinMaxLinearEquationSolver.cpp | 8 +++++---
.../solver/SymbolicNativeLinearEquationSolver.cpp | 10 ++++++----
src/storm/storage/dd/Add.cpp | 6 +++++-
src/storm/storage/dd/cudd/InternalCuddAdd.cpp | 7 +++++++
src/storm/storage/dd/cudd/InternalCuddAdd.h | 5 +++++
src/storm/storage/dd/sylvan/InternalSylvanAdd.cpp | 7 +++++++
src/storm/storage/dd/sylvan/InternalSylvanAdd.h | 2 ++
8 files changed, 39 insertions(+), 10 deletions(-)
diff --git a/src/storm/solver/NativeLinearEquationSolver.cpp b/src/storm/solver/NativeLinearEquationSolver.cpp
index c9974a700..d6de61266 100644
--- a/src/storm/solver/NativeLinearEquationSolver.cpp
+++ b/src/storm/solver/NativeLinearEquationSolver.cpp
@@ -776,9 +776,9 @@ namespace storm {
template<typename ValueType>
template<typename RationalType, typename ImpreciseType>
bool NativeLinearEquationSolver<ValueType>::sharpen(uint64_t precision, storm::storage::SparseMatrix<RationalType> const& A, std::vector<ImpreciseType> const& x, std::vector<RationalType> const& b, std::vector<RationalType>& tmp) {
- for (uint64_t p = 0; p <= precision; ++p) {
+ for (uint64_t p = 1; p <= precision; ++p) {
storm::utility::kwek_mehlhorn::sharpen(p, x, tmp);
-
+
if (NativeLinearEquationSolver<RationalType>::isSolution(A, tmp, b)) {
return true;
}
diff --git a/src/storm/solver/SymbolicMinMaxLinearEquationSolver.cpp b/src/storm/solver/SymbolicMinMaxLinearEquationSolver.cpp
index b92ed6d9d..b1501fd32 100644
--- a/src/storm/solver/SymbolicMinMaxLinearEquationSolver.cpp
+++ b/src/storm/solver/SymbolicMinMaxLinearEquationSolver.cpp
@@ -142,9 +142,10 @@ namespace storm {
template<typename RationalType, typename ImpreciseType>
storm::dd::Add<DdType, RationalType> SymbolicMinMaxLinearEquationSolver<DdType, ValueType>::solveEquationsRationalSearchHelper(Environment const& env, OptimizationDirection dir, SymbolicMinMaxLinearEquationSolver<DdType, RationalType> const& rationalSolver, SymbolicMinMaxLinearEquationSolver<DdType, ImpreciseType> const& impreciseSolver, storm::dd::Add<DdType, RationalType> const& rationalB, storm::dd::Add<DdType, ImpreciseType> const& x, storm::dd::Add<DdType, ImpreciseType> const& b) const {
- // Storage for the rational sharpened vector.
+ // Storage for the rational sharpened vector and the power iteration intermediate vector.
storm::dd::Add<DdType, RationalType> sharpenedX;
-
+ storm::dd::Add<DdType, ImpreciseType> currentX = x;
+
// The actual rational search.
uint64_t overallIterations = 0;
uint64_t valueIterationInvocations = 0;
@@ -153,7 +154,7 @@ namespace storm {
bool relative = env.solver().minMax().getRelativeTerminationCriterion();
SolverStatus status = SolverStatus::InProgress;
while (status == SolverStatus::InProgress && overallIterations < maxIter) {
- typename SymbolicMinMaxLinearEquationSolver<DdType, ImpreciseType>::ValueIterationResult viResult = impreciseSolver.performValueIteration(dir, x, b, storm::utility::convertNumber<ImpreciseType, ValueType>(precision), relative, maxIter);
+ typename SymbolicMinMaxLinearEquationSolver<DdType, ImpreciseType>::ValueIterationResult viResult = impreciseSolver.performValueIteration(dir, currentX, b, storm::utility::convertNumber<ImpreciseType, ValueType>(precision), relative, maxIter);
++valueIterationInvocations;
STORM_LOG_TRACE("Completed " << valueIterationInvocations << " value iteration invocations, the last one with precision " << precision << " completed in " << viResult.iterations << " iterations.");
@@ -170,6 +171,7 @@ namespace storm {
if (isSolution) {
status = SolverStatus::Converged;
} else {
+ currentX = viResult.values;
precision /= storm::utility::convertNumber<ValueType, uint64_t>(10);
}
}
diff --git a/src/storm/solver/SymbolicNativeLinearEquationSolver.cpp b/src/storm/solver/SymbolicNativeLinearEquationSolver.cpp
index 760683bf5..4252b1483 100644
--- a/src/storm/solver/SymbolicNativeLinearEquationSolver.cpp
+++ b/src/storm/solver/SymbolicNativeLinearEquationSolver.cpp
@@ -174,10 +174,10 @@ namespace storm {
storm::dd::Add<DdType, RationalType> sharpenedX;
- for (uint64_t p = 1; p < precision; ++p) {
+ for (uint64_t p = 1; p <= precision; ++p) {
sharpenedX = x.sharpenKwekMehlhorn(p);
+
isSolution = rationalSolver.isSolutionFixedPoint(sharpenedX, rationalB);
-
if (isSolution) {
break;
}
@@ -190,8 +190,9 @@ namespace storm {
template<typename RationalType, typename ImpreciseType>
storm::dd::Add<DdType, RationalType> SymbolicNativeLinearEquationSolver<DdType, ValueType>::solveEquationsRationalSearchHelper(Environment const& env, SymbolicNativeLinearEquationSolver<DdType, RationalType> const& rationalSolver, SymbolicNativeLinearEquationSolver<DdType, ImpreciseType> const& impreciseSolver, storm::dd::Add<DdType, RationalType> const& rationalB, storm::dd::Add<DdType, ImpreciseType> const& x, storm::dd::Add<DdType, ImpreciseType> const& b) const {
- // Storage for the rational sharpened vector.
+ // Storage for the rational sharpened vector and the power iteration intermediate vector.
storm::dd::Add<DdType, RationalType> sharpenedX;
+ storm::dd::Add<DdType, ImpreciseType> currentX = x;
// The actual rational search.
uint64_t overallIterations = 0;
@@ -201,7 +202,7 @@ namespace storm {
bool relative = env.solver().native().getRelativeTerminationCriterion();
SolverStatus status = SolverStatus::InProgress;
while (status == SolverStatus::InProgress && overallIterations < maxIter) {
- typename SymbolicNativeLinearEquationSolver<DdType, ImpreciseType>::PowerIterationResult result = impreciseSolver.performPowerIteration(x, b, storm::utility::convertNumber<ImpreciseType, ValueType>(precision), relative, maxIter - overallIterations);
+ typename SymbolicNativeLinearEquationSolver<DdType, ImpreciseType>::PowerIterationResult result = impreciseSolver.performPowerIteration(currentX, b, storm::utility::convertNumber<ImpreciseType, ValueType>(precision), relative, maxIter - overallIterations);
++powerIterationInvocations;
STORM_LOG_TRACE("Completed " << powerIterationInvocations << " power iteration invocations, the last one with precision " << precision << " completed in " << result.iterations << " iterations.");
@@ -218,6 +219,7 @@ namespace storm {
if (isSolution) {
status = SolverStatus::Converged;
} else {
+ currentX = result.values;
precision /= storm::utility::convertNumber<ValueType, uint64_t>(10);
}
}
diff --git a/src/storm/storage/dd/Add.cpp b/src/storm/storage/dd/Add.cpp
index a62600562..635d16aed 100644
--- a/src/storm/storage/dd/Add.cpp
+++ b/src/storm/storage/dd/Add.cpp
@@ -941,7 +941,7 @@ namespace storm {
template<DdType LibraryType, typename ValueType>
std::ostream& operator<<(std::ostream& out, Add<LibraryType, ValueType> const& add) {
- out << "ADD with " << add.getNonZeroCount() << " nnz, " << add.getNodeCount() << " nodes, " << add.getLeafCount() << " leaves" << std::endl;
+ out << "ADD [" << add.getInternalAdd().getStringId() << "] with " << add.getNonZeroCount() << " nnz, " << add.getNodeCount() << " nodes, " << add.getLeafCount() << " leaves" << std::endl;
std::vector<std::string> variableNames;
for (auto const& variable : add.getContainedMetaVariables()) {
variableNames.push_back(variable.getName());
@@ -993,15 +993,19 @@ namespace storm {
}
template class Add<storm::dd::DdType::CUDD, double>;
+ template std::ostream& operator<<(std::ostream& out, Add<storm::dd::DdType::CUDD, double> const& add);
template class Add<storm::dd::DdType::CUDD, uint_fast64_t>;
template class Add<storm::dd::DdType::Sylvan, double>;
+ template std::ostream& operator<<(std::ostream& out, Add<storm::dd::DdType::Sylvan, double> const& add);
template class Add<storm::dd::DdType::Sylvan, uint_fast64_t>;
#ifdef STORM_HAVE_CARL
template class Add<storm::dd::DdType::CUDD, storm::RationalNumber>;
+ template std::ostream& operator<<(std::ostream& out, Add<storm::dd::DdType::CUDD, storm::RationalNumber> const& add);
template class Add<storm::dd::DdType::Sylvan, storm::RationalNumber>;
+ template std::ostream& operator<<(std::ostream& out, Add<storm::dd::DdType::Sylvan, storm::RationalNumber> const& add);
template class Add<storm::dd::DdType::Sylvan, storm::RationalFunction>;
template Add<storm::dd::DdType::CUDD, storm::RationalNumber> Add<storm::dd::DdType::CUDD, storm::RationalNumber>::toValueType<storm::RationalNumber>() const;
diff --git a/src/storm/storage/dd/cudd/InternalCuddAdd.cpp b/src/storm/storage/dd/cudd/InternalCuddAdd.cpp
index 83ace48ae..9645ebdf3 100644
--- a/src/storm/storage/dd/cudd/InternalCuddAdd.cpp
+++ b/src/storm/storage/dd/cudd/InternalCuddAdd.cpp
@@ -420,6 +420,13 @@ namespace storm {
DdNode* InternalAdd<DdType::CUDD, ValueType>::getCuddDdNode() const {
return this->getCuddAdd().getNode();
}
+
+ template<typename ValueType>
+ std::string InternalAdd<DdType::CUDD, ValueType>::getStringId() const {
+ std::stringstream ss;
+ ss << this->getCuddDdNode();
+ return ss.str();
+ }
template<typename ValueType>
Odd InternalAdd<DdType::CUDD, ValueType>::createOdd(std::vector<uint_fast64_t> const& ddVariableIndices) const {
diff --git a/src/storm/storage/dd/cudd/InternalCuddAdd.h b/src/storm/storage/dd/cudd/InternalCuddAdd.h
index 5871e20dc..2262d5da0 100644
--- a/src/storm/storage/dd/cudd/InternalCuddAdd.h
+++ b/src/storm/storage/dd/cudd/InternalCuddAdd.h
@@ -629,6 +629,11 @@ namespace storm {
*/
DdNode* getCuddDdNode() const;
+ /*!
+ * Retrieves a string representation of an ID for thid ADD.
+ */
+ std::string getStringId() const;
+
private:
/*!
* Performs a recursive step to perform the given function between the given DD-based vector and the given
diff --git a/src/storm/storage/dd/sylvan/InternalSylvanAdd.cpp b/src/storm/storage/dd/sylvan/InternalSylvanAdd.cpp
index b3723a4c4..0173f6aac 100644
--- a/src/storm/storage/dd/sylvan/InternalSylvanAdd.cpp
+++ b/src/storm/storage/dd/sylvan/InternalSylvanAdd.cpp
@@ -1151,6 +1151,13 @@ namespace storm {
return sylvanMtbdd;
}
+ template<typename ValueType>
+ std::string InternalAdd<DdType::Sylvan, ValueType>::getStringId() const {
+ std::stringstream ss;
+ ss << this->getSylvanMtbdd().GetMTBDD();
+ return ss.str();
+ }
+
template class InternalAdd<DdType::Sylvan, double>;
template class InternalAdd<DdType::Sylvan, uint_fast64_t>;
diff --git a/src/storm/storage/dd/sylvan/InternalSylvanAdd.h b/src/storm/storage/dd/sylvan/InternalSylvanAdd.h
index 79a29f187..dc65e240a 100644
--- a/src/storm/storage/dd/sylvan/InternalSylvanAdd.h
+++ b/src/storm/storage/dd/sylvan/InternalSylvanAdd.h
@@ -620,6 +620,8 @@ namespace storm {
*/
static ValueType getValue(MTBDD const& node);
+ std::string getStringId() const;
+
private:
/*!
* Recursively builds the ODD from an ADD.
From e67c04d2d6b7cbdfa213248b59e76147e7e79712 Mon Sep 17 00:00:00 2001
From: dehnert <dehnert@cs.rwth-aachen.de>
Date: Sat, 2 Dec 2017 13:09:43 +0100
Subject: [PATCH 06/19] update changelog
---
CHANGELOG.md | 1 +
1 file changed, 1 insertion(+)
diff --git a/CHANGELOG.md b/CHANGELOG.md
index cd45d0c7b..064dea378 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -20,6 +20,7 @@ The releases of major and minor versions contain an overview of changes since th
- Performance improvements for sparse model building
- Performance improvements for conditional properties on MDPs
- Automatically convert MA without probabilistic states into CTMC
+- Fixed implemention of Fox and Glynn' algorithm
- storm-pars: support for welldefinedness constraints in mdps.
- storm-dft: split DFT settings into IO settings and fault tree settings
- storm-dft: removed obsolete explicit model builder for DFTs
From a8caaf83c2d77fd4fc3f93883b3e76a01995445e Mon Sep 17 00:00:00 2001
From: dehnert <dehnert@cs.rwth-aachen.de>
Date: Tue, 5 Dec 2017 16:28:14 +0100
Subject: [PATCH 07/19] made passing carl to sylvan more robust
---
resources/3rdparty/CMakeLists.txt | 2 +-
resources/3rdparty/sylvan/CMakeLists.txt | 2 +-
2 files changed, 2 insertions(+), 2 deletions(-)
diff --git a/resources/3rdparty/CMakeLists.txt b/resources/3rdparty/CMakeLists.txt
index ddef97000..1fde47b26 100644
--- a/resources/3rdparty/CMakeLists.txt
+++ b/resources/3rdparty/CMakeLists.txt
@@ -418,7 +418,7 @@ ExternalProject_Add(
DOWNLOAD_COMMAND ""
PREFIX "sylvan"
SOURCE_DIR ${STORM_3RDPARTY_SOURCE_DIR}/sylvan
- CMAKE_ARGS -DCMAKE_C_COMPILER=${CMAKE_C_COMPILER} -DGMP_LOCATION=${GMP_LIB_LOCATION} -DGMP_INCLUDE=${GMP_INCLUDE_DIR} -DCMAKE_CXX_COMPILER=${CMAKE_CXX_COMPILER} -DSYLVAN_BUILD_DOCS=OFF -DSYLVAN_BUILD_EXAMPLES=OFF -DCMAKE_BUILD_TYPE=${SYLVAN_BUILD_TYPE} -DCMAKE_POSITION_INDEPENDENT_CODE=ON -DUSE_CARL=ON -Dcarl_INCLUDE_DIR=${carl_INCLUDE_DIR} -DSYLVAN_PORTABLE=${STORM_PORTABLE} -Dcarl_LIBRARIES=${carl_LIBRARIES} -DBoost_INCLUDE_DIRS=${Boost_INCLUDE_DIRS} -DBUILD_SHARED_LIBS=OFF -DSYLVAN_BUILD_TESTS=OFF
+ CMAKE_ARGS -DCMAKE_C_COMPILER=${CMAKE_C_COMPILER} -DGMP_LOCATION=${GMP_LIB_LOCATION} -DGMP_INCLUDE=${GMP_INCLUDE_DIR} -DCMAKE_CXX_COMPILER=${CMAKE_CXX_COMPILER} -DSYLVAN_BUILD_DOCS=OFF -DSYLVAN_BUILD_EXAMPLES=OFF -DCMAKE_BUILD_TYPE=${SYLVAN_BUILD_TYPE} -DCMAKE_POSITION_INDEPENDENT_CODE=ON -DUSE_CARL=ON -Dcarl_DIR=${carl_DIR} -DSYLVAN_PORTABLE=${STORM_PORTABLE} -Dcarl_LIBRARIES=${carl_LIBRARIES} -DBoost_INCLUDE_DIRS=${Boost_INCLUDE_DIRS} -DBUILD_SHARED_LIBS=OFF -DSYLVAN_BUILD_TESTS=OFF
BINARY_DIR ${STORM_3RDPARTY_BINARY_DIR}/sylvan
BUILD_IN_SOURCE 0
INSTALL_COMMAND ""
diff --git a/resources/3rdparty/sylvan/CMakeLists.txt b/resources/3rdparty/sylvan/CMakeLists.txt
index 4104f9219..60d0186c7 100644
--- a/resources/3rdparty/sylvan/CMakeLists.txt
+++ b/resources/3rdparty/sylvan/CMakeLists.txt
@@ -61,8 +61,8 @@ include_directories("${Boost_INCLUDE_DIRS}")
if(USE_CARL)
add_definitions(-DSYLVAN_HAVE_CARL)
- include_directories("${carl_INCLUDE_DIR}")
message(STATUS "Sylvan - Using CArL.")
+ find_package(carl REQUIRED PATHS ${carl_DIR} NO_DEFAULT_PATH)
else()
message(STATUS "Sylvan - Not using CArL.")
endif()
From f6eadc14ca28fecf8e52fd8e2ac044083486391f Mon Sep 17 00:00:00 2001
From: dehnert <dehnert@cs.rwth-aachen.de>
Date: Wed, 6 Dec 2017 09:43:12 +0100
Subject: [PATCH 08/19] adding proper carl_DIR when using shipped carl
---
resources/3rdparty/CMakeLists.txt | 5 +++--
1 file changed, 3 insertions(+), 2 deletions(-)
diff --git a/resources/3rdparty/CMakeLists.txt b/resources/3rdparty/CMakeLists.txt
index 1fde47b26..b69832778 100644
--- a/resources/3rdparty/CMakeLists.txt
+++ b/resources/3rdparty/CMakeLists.txt
@@ -280,7 +280,8 @@ else()
add_dependencies(resources carl)
set(carl_INCLUDE_DIR "${STORM_3RDPARTY_BINARY_DIR}/carl/include/")
- set(carl_LIBRARIES ${STORM_3RDPARTY_BINARY_DIR}/carl/lib/libcarl${DYNAMIC_EXT})
+ set(carl_DIR "${STORM_3RDPARTY_BINARY_DIR}/carl/")
+ set(carl_LIBRARIES ${STORM_3RDPARTY_BINARY_DIR}/carl/lib/libcarl${DYNAMIC_EXT})
set(STORM_HAVE_CARL ON)
message(STATUS "Storm - Linking with shipped carl ${carl_VERSION} (include: ${carl_INCLUDE_DIR}, library ${carl_LIBRARIES}, CARL_USE_CLN_NUMBERS: ${CARL_USE_CLN_NUMBERS}, CARL_USE_GINAC: ${CARL_USE_GINAC}).")
@@ -418,7 +419,7 @@ ExternalProject_Add(
DOWNLOAD_COMMAND ""
PREFIX "sylvan"
SOURCE_DIR ${STORM_3RDPARTY_SOURCE_DIR}/sylvan
- CMAKE_ARGS -DCMAKE_C_COMPILER=${CMAKE_C_COMPILER} -DGMP_LOCATION=${GMP_LIB_LOCATION} -DGMP_INCLUDE=${GMP_INCLUDE_DIR} -DCMAKE_CXX_COMPILER=${CMAKE_CXX_COMPILER} -DSYLVAN_BUILD_DOCS=OFF -DSYLVAN_BUILD_EXAMPLES=OFF -DCMAKE_BUILD_TYPE=${SYLVAN_BUILD_TYPE} -DCMAKE_POSITION_INDEPENDENT_CODE=ON -DUSE_CARL=ON -Dcarl_DIR=${carl_DIR} -DSYLVAN_PORTABLE=${STORM_PORTABLE} -Dcarl_LIBRARIES=${carl_LIBRARIES} -DBoost_INCLUDE_DIRS=${Boost_INCLUDE_DIRS} -DBUILD_SHARED_LIBS=OFF -DSYLVAN_BUILD_TESTS=OFF
+ CMAKE_ARGS -DCMAKE_C_COMPILER=${CMAKE_C_COMPILER} -DGMP_LOCATION=${GMP_LIB_LOCATION} -DGMP_INCLUDE=${GMP_INCLUDE_DIR} -DCMAKE_CXX_COMPILER=${CMAKE_CXX_COMPILER} -DSYLVAN_BUILD_DOCS=OFF -DSYLVAN_BUILD_EXAMPLES=OFF -DCMAKE_BUILD_TYPE=${SYLVAN_BUILD_TYPE} -DCMAKE_POSITION_INDEPENDENT_CODE=ON -DUSE_CARL=ON -Dcarl_DIR=${carl_DIR} -DSYLVAN_PORTABLE=${STORM_PORTABLE} -DBoost_INCLUDE_DIRS=${Boost_INCLUDE_DIRS} -DBUILD_SHARED_LIBS=OFF -DSYLVAN_BUILD_TESTS=OFF
BINARY_DIR ${STORM_3RDPARTY_BINARY_DIR}/sylvan
BUILD_IN_SOURCE 0
INSTALL_COMMAND ""
From c1102209e83fdcbc9d571e0cb021a26caa883512 Mon Sep 17 00:00:00 2001
From: Sebastian Junges <sebastian.junges@rwth-aachen.de>
Date: Wed, 6 Dec 2017 11:32:57 +0100
Subject: [PATCH 09/19] update changelog
---
CHANGELOG.md | 5 +++--
1 file changed, 3 insertions(+), 2 deletions(-)
diff --git a/CHANGELOG.md b/CHANGELOG.md
index 064dea378..9976e61cb 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -4,9 +4,10 @@ Changelog
This changelog lists only the most important changes. Smaller (bug)fixes as well as non-mature features are not part of the changelog.
The releases of major and minor versions contain an overview of changes since the last major/minor update.
+Version 1.2.x
+-------------
-
-### Version 1.2
+### Version 1.2.0
- C++ api changes: Building model takes BuilderOptions instead of extended list of Booleans, does not depend on settings anymore.
- storm-cli-utilities now contains cli related stuff, instead of storm-lib
- Symbolic (MT/BDD) bisimulation
From 945e360bcfdde271cbcf25b619dcc11e4f7f8937 Mon Sep 17 00:00:00 2001
From: Matthias Volk <matthias.volk@cs.rwth-aachen.de>
Date: Wed, 6 Dec 2017 14:39:22 +0100
Subject: [PATCH 10/19] Increased minimal carl version to 17.10
---
resources/3rdparty/CMakeLists.txt | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
diff --git a/resources/3rdparty/CMakeLists.txt b/resources/3rdparty/CMakeLists.txt
index b69832778..3cfefe1cc 100644
--- a/resources/3rdparty/CMakeLists.txt
+++ b/resources/3rdparty/CMakeLists.txt
@@ -208,7 +208,7 @@ include(${STORM_3RDPARTY_SOURCE_DIR}/include_cudd.cmake)
#############################################################
set(STORM_HAVE_CARL OFF)
-set(CARL_MINVERSION "17.08")
+set(CARL_MINVERSION "17.10")
if (NOT STORM_FORCE_SHIPPED_CARL)
if (NOT "${STORM_CARL_DIR_HINT}" STREQUAL "")
find_package(carl QUIET PATHS ${STORM_CARL_DIR_HINT} NO_DEFAULT_PATH)
From dbcc49f48f3e57750484945c4431c5cc8a4517aa Mon Sep 17 00:00:00 2001
From: Matthias Volk <matthias.volk@cs.rwth-aachen.de>
Date: Wed, 6 Dec 2017 14:39:40 +0100
Subject: [PATCH 11/19] Use new carl release 17.12
---
resources/3rdparty/carl/CMakeLists.txt | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
diff --git a/resources/3rdparty/carl/CMakeLists.txt b/resources/3rdparty/carl/CMakeLists.txt
index dcab4ec30..4b819682d 100644
--- a/resources/3rdparty/carl/CMakeLists.txt
+++ b/resources/3rdparty/carl/CMakeLists.txt
@@ -8,7 +8,7 @@ message(STORM_3RDPARTY_BINARY_DIR: ${STORM_3RDPARTY_BINARY_DIR})
ExternalProject_Add(carl-config
GIT_REPOSITORY https://github.com/smtrat/carl
- GIT_TAG 17.10
+ GIT_TAG 17.12
PREFIX here
SOURCE_DIR source_dir
BINARY_DIR ${STORM_3RDPARTY_BINARY_DIR}/carl
From 0481ca38551b26981b02908ec031a589099405da Mon Sep 17 00:00:00 2001
From: Matthias Volk <matthias.volk@cs.rwth-aachen.de>
Date: Wed, 6 Dec 2017 15:36:08 +0100
Subject: [PATCH 12/19] Fixed deprecated getType()
---
src/storm/adapters/Smt2ExpressionAdapter.h | 2 +-
src/storm/solver/SmtlibSmtSolver.cpp | 2 +-
2 files changed, 2 insertions(+), 2 deletions(-)
diff --git a/src/storm/adapters/Smt2ExpressionAdapter.h b/src/storm/adapters/Smt2ExpressionAdapter.h
index f1b96b71e..5abaf290d 100644
--- a/src/storm/adapters/Smt2ExpressionAdapter.h
+++ b/src/storm/adapters/Smt2ExpressionAdapter.h
@@ -133,7 +133,7 @@ namespace storm {
STORM_LOG_DEBUG("Declaring the variable " + variableString);
declaredVariables.back().insert(variableString);
std::string varDeclaration = "( declare-fun " + variableString + " () ";
- switch (variableToCheck.getType()){
+ switch (variableToCheck.type()){
case carl::VariableType::VT_BOOL:
varDeclaration += "Bool";
break;
diff --git a/src/storm/solver/SmtlibSmtSolver.cpp b/src/storm/solver/SmtlibSmtSolver.cpp
index 69394ec8a..aad46d81e 100644
--- a/src/storm/solver/SmtlibSmtSolver.cpp
+++ b/src/storm/solver/SmtlibSmtSolver.cpp
@@ -103,7 +103,7 @@ namespace storm {
}
void SmtlibSmtSolver::add(const storm::RationalFunctionVariable& variable, bool value){
- STORM_LOG_THROW((variable.getType()==carl::VariableType::VT_BOOL), storm::exceptions::IllegalArgumentException, "Tried to add a constraint that consists of a non-boolean variable.");
+ STORM_LOG_THROW((variable.type()==carl::VariableType::VT_BOOL), storm::exceptions::IllegalArgumentException, "Tried to add a constraint that consists of a non-boolean variable.");
std::set<storm::RationalFunctionVariable> variableSet;
variableSet.insert(variable);
std::vector<std::string> const varDeclarations = expressionAdapter->checkForUndeclaredVariables(variableSet);
From 24c0e23db2608f35d29056087545af8842b0afbe Mon Sep 17 00:00:00 2001
From: Matthias Volk <matthias.volk@cs.rwth-aachen.de>
Date: Wed, 6 Dec 2017 16:25:25 +0100
Subject: [PATCH 13/19] Added checklist for new release
---
doc/checklist_new_release.md | 30 ++++++++++++++++++++++++++++++
1 file changed, 30 insertions(+)
create mode 100644 doc/checklist_new_release.md
diff --git a/doc/checklist_new_release.md b/doc/checklist_new_release.md
new file mode 100644
index 000000000..c279ffa95
--- /dev/null
+++ b/doc/checklist_new_release.md
@@ -0,0 +1,30 @@
+The following steps should be performed before releasing a new storm version.
+Note that in most case a simultaneous release of [carl](https://github.com/smtrat/carl), [storm](https://github.com/moves-rwth/storm), [pycarl](https://github.com/moves-rwth/pycarl/) and [stormpy](https://github.com/moves-rwth/stormpy/) is preferred.
+
+1. Update `CHANGELOG.md`
+ To get all the commits from an author since the last tag execute:
+ ```console
+ git log last_tag..HEAD --author "author_name"
+ ```
+
+2. Update used carl version:
+ * Update `GIT_TAG` in `resources/3rdparty/carl/CMakeLists.txt`
+ * Maybe update `CARL_MINVERSION` in `resources/3rdparty/CMakeLists.txt`
+
+3. Check that storm builds without errors and all tests are successful
+ * [Travis](https://travis-ci.org/moves-rwth/storm) should run successfully
+
+4. Set new storm version:
+ * Set new storm version in `version.cmake`
+
+5. Set new tag in git
+ ```console
+ git tag new_version
+ git push origin new_version
+ ```
+
+6. [Add new release](https://github.com/moves-rwth/storm/releases/new) in Github
+
+7. Update [Homebrew formula](https://github.com/moves-rwth/homebrew-storm)
+
+8. Announce new storm version on [website](http://www.stormchecker.org/news.html)
From 90a42d775fea3f55dda6dd45ef59145806f40f88 Mon Sep 17 00:00:00 2001
From: Matthias Volk <matthias.volk@cs.rwth-aachen.de>
Date: Wed, 6 Dec 2017 16:32:55 +0100
Subject: [PATCH 14/19] Use markdown in CHANGELOG
---
CHANGELOG.md | 20 +++++++++-----------
1 file changed, 9 insertions(+), 11 deletions(-)
diff --git a/CHANGELOG.md b/CHANGELOG.md
index 9976e61cb..8218b4c83 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -7,9 +7,9 @@ The releases of major and minor versions contain an overview of changes since th
Version 1.2.x
-------------
-### Version 1.2.0
-- C++ api changes: Building model takes BuilderOptions instead of extended list of Booleans, does not depend on settings anymore.
-- storm-cli-utilities now contains cli related stuff, instead of storm-lib
+### Version 1.2.0 (2017/12)
+- C++ api changes: Building model takes `BuilderOptions` instead of extended list of Booleans, does not depend on settings anymore.
+- `storm-cli-utilities` now contains cli related stuff, instead of `storm-lib`
- Symbolic (MT/BDD) bisimulation
- Fixed issue related to variable names that can not be used in Exprtk.
- DRN parser improved
@@ -22,9 +22,9 @@ Version 1.2.x
- Performance improvements for conditional properties on MDPs
- Automatically convert MA without probabilistic states into CTMC
- Fixed implemention of Fox and Glynn' algorithm
-- storm-pars: support for welldefinedness constraints in mdps.
-- storm-dft: split DFT settings into IO settings and fault tree settings
-- storm-dft: removed obsolete explicit model builder for DFTs
+- `storm-pars`: support for welldefinedness constraints in mdps.
+- `storm-dft`: split DFT settings into IO settings and fault tree settings
+- `storm-dft`: removed obsolete explicit model builder for DFTs
- Features for developers:
* Solvers can now expose requirements
* unbounded reachability and reachability rewards now correctly respect solver requirements
@@ -36,10 +36,9 @@ Version 1.1.x
-------------
### Version 1.1.0 (2017/8)
-
- Support for long-run average rewards on MDPs and Markov automata using a value-iteration based approach.
- Storm can now check MDPs and Markov Automata (i.e. MinMax equation systems) via Linear Programming.
-- Parametric model checking is now handled in a separated library/executable called storm-pars.
+- Parametric model checking is now handled in a separated library/executable called `storm-pars`.
- Wellformedness constraints on PMCs:
* include constraints from rewards
* are in smtlib2
@@ -50,15 +49,14 @@ Version 1.1.x
- Support for parsing/building models given in the explicit input format of IMCA.
- Storm now overwrites files if asked to write files to a specific location.
- Changes in build process to accommodate for changes in carl. Also, more robust against issues with carl.
-- USE_POPCNT removed in favor of FORCE_POPCNT. The popcnt instruction is used if available due to march=native, unless portable is set.
- Then, using FORCE_POPCNT enables the use of the SSE 4.2 instruction
+- `USE_POPCNT` removed in favor of `FORCE_POPCNT`. The popcnt instruction is used if available due to `march=native`, unless portable is set.
+ Then, using `FORCE_POPCNT` enables the use of the SSE 4.2 instruction
Version 1.0.x
-------------
### Version 1.0.1 (2017/4)
-
- Multi-objective model checking support now fully included
- Several improvements in parameter lifting
- Several improvements in JANI parsing
From 240899d32dc6125766d8f5f10a83b735c582b998 Mon Sep 17 00:00:00 2001
From: Matthias Volk <matthias.volk@cs.rwth-aachen.de>
Date: Wed, 6 Dec 2017 16:49:05 +0100
Subject: [PATCH 15/19] Storm release 1.2.0
---
version.cmake | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
diff --git a/version.cmake b/version.cmake
index 21ee2f621..d76de7858 100644
--- a/version.cmake
+++ b/version.cmake
@@ -1,4 +1,4 @@
set(STORM_VERSION_MAJOR 1)
-set(STORM_VERSION_MINOR 1)
+set(STORM_VERSION_MINOR 2)
set(STORM_VERSION_PATCH 0)
From 4e34754ac1ac137813ccf4ef000cda1f44a9d1d8 Mon Sep 17 00:00:00 2001
From: Matthias Volk <matthias.volk@cs.rwth-aachen.de>
Date: Wed, 6 Dec 2017 17:29:13 +0100
Subject: [PATCH 16/19] Updated release steps for setting tag on GitHub
---
doc/checklist_new_release.md | 10 ++++++++--
1 file changed, 8 insertions(+), 2 deletions(-)
diff --git a/doc/checklist_new_release.md b/doc/checklist_new_release.md
index c279ffa95..a0462b5d8 100644
--- a/doc/checklist_new_release.md
+++ b/doc/checklist_new_release.md
@@ -19,11 +19,17 @@ Note that in most case a simultaneous release of [carl](https://github.com/smtra
5. Set new tag in git
```console
- git tag new_version
+ git tag -a new_version
git push origin new_version
```
+ Next we push the tag to GitHub. This step requires the GitHub repo to to be configured as a remote.
+ ```console
+ git remote add github https://github.com/moves-rwth/storm.git
+ git push github new_version
+ ```
+ The new tag should now be visible on [GitHub](https://github.com/moves-rwth/storm/tags)
-6. [Add new release](https://github.com/moves-rwth/storm/releases/new) in Github
+6. [Add new release](https://github.com/moves-rwth/storm/releases/new) in GitHub
7. Update [Homebrew formula](https://github.com/moves-rwth/homebrew-storm)
From df86b6c8154f9287775f01d3c4744b690c29bc25 Mon Sep 17 00:00:00 2001
From: dehnert <dehnert@cs.rwth-aachen.de>
Date: Wed, 6 Dec 2017 19:57:38 +0100
Subject: [PATCH 17/19] fixing issue related to relevant value restriction in
conditional properties
---
.../prctl/helper/SparseDtmcPrctlHelper.cpp | 30 +++++++++++++++++++
.../prctl/helper/SparseDtmcPrctlHelper.h | 5 +++-
2 files changed, 34 insertions(+), 1 deletion(-)
diff --git a/src/storm/modelchecker/prctl/helper/SparseDtmcPrctlHelper.cpp b/src/storm/modelchecker/prctl/helper/SparseDtmcPrctlHelper.cpp
index 0d0ec5928..781024096 100644
--- a/src/storm/modelchecker/prctl/helper/SparseDtmcPrctlHelper.cpp
+++ b/src/storm/modelchecker/prctl/helper/SparseDtmcPrctlHelper.cpp
@@ -453,6 +453,22 @@ namespace storm {
return result;
}
+
+ template<typename ValueType, typename RewardModelType>
+ storm::storage::BitVector SparseDtmcPrctlHelper<ValueType, RewardModelType>::BaierTransformedModel::getNewRelevantStates() const {
+ storm::storage::BitVector newRelevantStates(transitionMatrix.get().getRowCount());
+ for (uint64_t i = 0; i < this->beforeStates.getNumberOfSetBits(); ++i) {
+ newRelevantStates.set(i);
+ }
+ return newRelevantStates;
+ }
+
+ template<typename ValueType, typename RewardModelType>
+ storm::storage::BitVector SparseDtmcPrctlHelper<ValueType, RewardModelType>::BaierTransformedModel::getNewRelevantStates(storm::storage::BitVector const& oldRelevantStates) const {
+ storm::storage::BitVector result = oldRelevantStates % this->beforeStates;
+ result.resize(transitionMatrix.get().getRowCount());
+ return result;
+ }
template<typename ValueType, typename RewardModelType>
std::vector<ValueType> SparseDtmcPrctlHelper<ValueType, RewardModelType>::computeConditionalProbabilities(Environment const& env, storm::solver::SolveGoal<ValueType>&& goal, storm::storage::SparseMatrix<ValueType> const& transitionMatrix, storm::storage::SparseMatrix<ValueType> const& backwardTransitions, storm::storage::BitVector const& targetStates, storm::storage::BitVector const& conditionStates, bool qualitative, storm::solver::LinearEquationSolverFactory<ValueType> const& linearEquationSolverFactory) {
@@ -472,6 +488,13 @@ namespace storm {
// Now compute reachability probabilities in the transformed model.
storm::storage::SparseMatrix<ValueType> const& newTransitionMatrix = transformedModel.transitionMatrix.get();
+ storm::storage::BitVector newRelevantValues;
+ if (goal.hasRelevantValues()) {
+ newRelevantValues = transformedModel.getNewRelevantStates(goal.relevantValues());
+ } else {
+ newRelevantValues = transformedModel.getNewRelevantStates();
+ }
+ goal.setRelevantValues(std::move(newRelevantValues));
std::vector<ValueType> conditionalProbabilities = computeUntilProbabilities(env, std::move(goal), newTransitionMatrix, newTransitionMatrix.transpose(), storm::storage::BitVector(newTransitionMatrix.getRowCount(), true), transformedModel.targetStates.get(), qualitative, linearEquationSolverFactory);
storm::utility::vector::setVectorValues(result, transformedModel.beforeStates, conditionalProbabilities);
@@ -498,6 +521,13 @@ namespace storm {
// Now compute reachability probabilities in the transformed model.
storm::storage::SparseMatrix<ValueType> const& newTransitionMatrix = transformedModel.transitionMatrix.get();
+ storm::storage::BitVector newRelevantValues;
+ if (goal.hasRelevantValues()) {
+ newRelevantValues = transformedModel.getNewRelevantStates(goal.relevantValues());
+ } else {
+ newRelevantValues = transformedModel.getNewRelevantStates();
+ }
+ goal.setRelevantValues(std::move(newRelevantValues));
std::vector<ValueType> conditionalRewards = computeReachabilityRewards(env, std::move(goal), newTransitionMatrix, newTransitionMatrix.transpose(), transformedModel.stateRewards.get(), transformedModel.targetStates.get(), qualitative, linearEquationSolverFactory);
storm::utility::vector::setVectorValues(result, transformedModel.beforeStates, conditionalRewards);
}
diff --git a/src/storm/modelchecker/prctl/helper/SparseDtmcPrctlHelper.h b/src/storm/modelchecker/prctl/helper/SparseDtmcPrctlHelper.h
index 6564c4f5d..0c0712723 100644
--- a/src/storm/modelchecker/prctl/helper/SparseDtmcPrctlHelper.h
+++ b/src/storm/modelchecker/prctl/helper/SparseDtmcPrctlHelper.h
@@ -59,7 +59,10 @@ namespace storm {
BaierTransformedModel() : noTargetStates(false) {
// Intentionally left empty.
}
-
+
+ storm::storage::BitVector getNewRelevantStates(storm::storage::BitVector const& oldRelevantStates) const;
+ storm::storage::BitVector getNewRelevantStates() const;
+
storm::storage::BitVector beforeStates;
boost::optional<storm::storage::SparseMatrix<ValueType>> transitionMatrix;
boost::optional<storm::storage::BitVector> targetStates;
From 905ae821f36b7eda508188bbc9f926c297eed114 Mon Sep 17 00:00:00 2001
From: dehnert <dehnert@cs.rwth-aachen.de>
Date: Fri, 8 Dec 2017 11:47:16 +0100
Subject: [PATCH 18/19] extended SMT-based minimal label set generator so that
it can deal with lower-bounded properties (however loosing the minimality
property in some sense)
---
.../SMTMinimalLabelSetGenerator.h | 159 +++++++++++++-----
src/storm/logic/ComparisonType.h | 57 ++++---
.../storage/sparse/PrismChoiceOrigins.cpp | 2 +-
src/storm/storage/sparse/PrismChoiceOrigins.h | 2 +-
4 files changed, 155 insertions(+), 65 deletions(-)
diff --git a/src/storm/counterexamples/SMTMinimalLabelSetGenerator.h b/src/storm/counterexamples/SMTMinimalLabelSetGenerator.h
index 008a81e0f..e8f2464a9 100644
--- a/src/storm/counterexamples/SMTMinimalLabelSetGenerator.h
+++ b/src/storm/counterexamples/SMTMinimalLabelSetGenerator.h
@@ -17,6 +17,9 @@
#include "storm/settings/SettingsManager.h"
#include "storm/settings/modules/CoreSettings.h"
+#include "storm/utility/macros.h"
+#include "storm/exceptions/NotSupportedException.h"
+
#include "storm/utility/counterexamples.h"
#include "storm/utility/cli.h"
@@ -596,28 +599,6 @@ namespace storm {
// cuts.
std::unique_ptr<storm::solver::SmtSolver> localSolver(new storm::solver::Z3SmtSolver(program.getManager()));
storm::expressions::ExpressionManager const& localManager = program.getManager();
-//
-// // Create a context and register all variables of the program with their correct type.
-// z3::context localContext;
-// z3::solver localSolver(localContext);
-// std::map<std::string, z3::expr> solverVariables;
-// for (auto const& booleanVariable : program.getGlobalBooleanVariables()) {
-// solverVariables.emplace(booleanVariable.getName(), localContext.bool_const(booleanVariable.getName().c_str()));
-// }
-// for (auto const& integerVariable : program.getGlobalIntegerVariables()) {
-// solverVariables.emplace(integerVariable.getName(), localContext.int_const(integerVariable.getName().c_str()));
-// }
-//
-// for (auto const& module : program.getModules()) {
-// for (auto const& booleanVariable : module.getBooleanVariables()) {
-// solverVariables.emplace(booleanVariable.getName(), localContext.bool_const(booleanVariable.getName().c_str()));
-// }
-// for (auto const& integerVariable : module.getIntegerVariables()) {
-// solverVariables.emplace(integerVariable.getName(), localContext.int_const(integerVariable.getName().c_str()));
-// }
-// }
-//
-// storm::adapters::Z3ExpressionAdapter expressionAdapter(localContext, false, solverVariables);
// Then add the constraints for bounds of the integer variables..
for (auto const& integerVariable : program.getGlobalIntegerVariables()) {
@@ -1592,9 +1573,7 @@ namespace storm {
* Returns the submdp obtained from removing all choices that do not originate from the specified filterLabelSet.
* Also returns the Labelsets of the submdp
*/
- static std::pair<storm::models::sparse::Mdp<T>, std::vector<boost::container::flat_set<uint_fast64_t>>> restrictMdpToLabelSet(storm::models::sparse::Mdp<T> const& mdp, std::vector<boost::container::flat_set<uint_fast64_t>> const& labelSets, boost::container::flat_set<uint_fast64_t> const& filterLabelSet) {
-
- STORM_LOG_THROW(mdp.getNumberOfChoices() == labelSets.size(), storm::exceptions::InvalidArgumentException, "The given number of labels does not match the number of choices.");
+ static std::pair<storm::models::sparse::Mdp<T>, std::vector<boost::container::flat_set<uint_fast64_t>>> restrictMdpToLabelSet(storm::models::sparse::Mdp<T> const& mdp, boost::container::flat_set<uint_fast64_t> const& filterLabelSet) {
std::vector<boost::container::flat_set<uint_fast64_t>> resultLabelSet;
storm::storage::SparseMatrixBuilder<T> transitionMatrixBuilder(0, mdp.getTransitionMatrix().getColumnCount(), 0, true, true, mdp.getTransitionMatrix().getRowGroupCount());
@@ -1604,7 +1583,8 @@ namespace storm {
for(uint_fast64_t state = 0; state < mdp.getNumberOfStates(); ++state) {
bool stateHasValidChoice = false;
for (uint_fast64_t choice = mdp.getTransitionMatrix().getRowGroupIndices()[state]; choice < mdp.getTransitionMatrix().getRowGroupIndices()[state + 1]; ++choice) {
- bool choiceValid = std::includes(filterLabelSet.begin(), filterLabelSet.end(), labelSets[choice].begin(), labelSets[choice].end());
+ auto const& choiceLabelSet = mdp.getChoiceOrigins()->asPrismChoiceOrigins().getCommandSet(choice);
+ bool choiceValid = std::includes(filterLabelSet.begin(), filterLabelSet.end(), choiceLabelSet.begin(), choiceLabelSet.end());
// If the choice is valid, copy over all its elements.
if (choiceValid) {
@@ -1615,7 +1595,7 @@ namespace storm {
for (auto const& entry : mdp.getTransitionMatrix().getRow(choice)) {
transitionMatrixBuilder.addNextValue(currentRow, entry.getColumn(), entry.getValue());
}
- resultLabelSet.push_back(labelSets[choice]);
+ resultLabelSet.push_back(choiceLabelSet);
++currentRow;
}
}
@@ -1636,8 +1616,6 @@ namespace storm {
}
public:
-
-
/*!
* Computes the minimal command set that is needed in the given MDP to exceed the given probability threshold for satisfying phi until psi.
*
@@ -1645,9 +1623,8 @@ namespace storm {
* @param mdp The MDP in which to find the minimal command set.
* @param phiStates A bit vector characterizing all phi states in the model.
* @param psiStates A bit vector characterizing all psi states in the model.
- * @param probabilityThreshold The probability value that must be achieved or exceeded.
- * @param strictBound A flag indicating whether the probability must be achieved (in which case the flag must be set) or strictly exceeded
- * (if the flag is set to false).
+ * @param probabilityThreshold The threshold that is to be achieved or exceeded.
+ * @param strictBound Indicates whether the threshold needs to be achieved (true) or exceeded (false).
* @param checkThresholdFeasible If set, it is verified that the model can actually achieve/exceed the given probability value. If this check
* is made and fails, an exception is thrown.
*/
@@ -1672,7 +1649,7 @@ namespace storm {
// (0) Obtain the label sets for each choice.
// The label set of a choice corresponds to the set of prism commands that induce the choice.
- STORM_LOG_THROW(mdp.hasChoiceOrigins(), storm::exceptions::InvalidArgumentException, "Restriction to minimal command set is impossible for model without choice origns.");
+ STORM_LOG_THROW(mdp.hasChoiceOrigins(), storm::exceptions::InvalidArgumentException, "Restriction to minimal command set is impossible for model without choice origins.");
STORM_LOG_THROW(mdp.getChoiceOrigins()->isPrismChoiceOrigins(), storm::exceptions::InvalidArgumentException, "Restriction to command set is impossible for model without prism choice origins.");
storm::storage::sparse::PrismChoiceOrigins const& choiceOrigins = mdp.getChoiceOrigins()->asPrismChoiceOrigins();
std::vector<boost::container::flat_set<uint_fast64_t>> labelSets;
@@ -1698,8 +1675,8 @@ namespace storm {
RelevancyInformation relevancyInformation = determineRelevantStatesAndLabels(mdp, labelSets, phiStates, psiStates);
// (3) Create a solver.
- std::shared_ptr<storm::expressions::ExpressionManager> manager(new storm::expressions::ExpressionManager());
- std::unique_ptr<storm::solver::SmtSolver> solver(new storm::solver::Z3SmtSolver(*manager));
+ std::shared_ptr<storm::expressions::ExpressionManager> manager = std::make_shared<storm::expressions::ExpressionManager>();
+ std::unique_ptr<storm::solver::SmtSolver> solver = std::make_unique<storm::solver::Z3SmtSolver>(*manager);
// (4) Create the variables for the relevant commands.
VariableInformation variableInformation = createVariables(manager, mdp, psiStates, relevancyInformation, includeReachabilityEncoding);
@@ -1747,7 +1724,7 @@ namespace storm {
// Restrict the given MDP to the current set of labels and compute the reachability probability.
modelCheckingClock = std::chrono::high_resolution_clock::now();
commandSet.insert(relevancyInformation.knownLabels.begin(), relevancyInformation.knownLabels.end());
- auto subMdpChoiceOrigins = restrictMdpToLabelSet(mdp, labelSets, commandSet);
+ auto subMdpChoiceOrigins = restrictMdpToLabelSet(mdp, commandSet);
storm::models::sparse::Mdp<T> const& subMdp = subMdpChoiceOrigins.first;
std::vector<boost::container::flat_set<uint_fast64_t>> const& subLabelSets = subMdpChoiceOrigins.second;
@@ -1811,25 +1788,94 @@ namespace storm {
#endif
}
- static std::shared_ptr<PrismHighLevelCounterexample> computeCounterexample(Environment const& env,storm::prism::Program program, storm::models::sparse::Mdp<T> const& mdp, std::shared_ptr<storm::logic::Formula const> const& formula) {
+ static void extendCommandSetLowerBound(storm::models::sparse::Mdp<T> const& mdp, boost::container::flat_set<uint_fast64_t>& commandSet, storm::storage::BitVector const& phiStates, storm::storage::BitVector const& psiStates) {
+ auto startTime = std::chrono::high_resolution_clock::now();
+
+ // Create sub-MDP that only contains the choices allowed by the given command set.
+ storm::models::sparse::Mdp<T> subMdp = restrictMdpToLabelSet(mdp, commandSet).first;
+
+ // Then determine all prob0E(psi) states that are reachable in the sub-MDP.
+ storm::storage::BitVector reachableProb0EStates = storm::utility::graph::getReachableStates(subMdp.getTransitionMatrix(), subMdp.getInitialStates(), phiStates, psiStates);
+
+ // Create a queue of reachable prob0E(psi) states so we can check which commands need to be added
+ // to give them a strategy that avoids psi states.
+ std::queue<uint_fast64_t> prob0EWorklist;
+ for (auto const& e : reachableProb0EStates) {
+ prob0EWorklist.push(e);
+ }
+
+ // As long as there are reachable prob0E(psi) states, we add commands so they can stay within
+ // prob0E(states).
+ while (!prob0EWorklist.empty()) {
+ uint_fast64_t state = prob0EWorklist.front();
+ prob0EWorklist.pop();
+
+ // Now iterate over the original choices of the prob0E(psi) state and add at least one.
+ bool hasLabeledChoice = false;
+ uint64_t smallestCommandSetSize = 0;
+ uint64_t smallestCommandChoice = mdp.getTransitionMatrix().getRowGroupIndices()[state];
+
+ // Determine the choice with the least amount of commands (bad heuristic).
+ for (uint64_t choice = smallestCommandChoice; choice < mdp.getTransitionMatrix().getRowGroupIndices()[state + 1]; ++choice) {
+ bool onlyProb0ESuccessors = true;
+ for (auto const& successorEntry : mdp.getTransitionMatrix().getRow(choice)) {
+ if (!psiStates.get(successorEntry.getColumn())) {
+ onlyProb0ESuccessors = false;
+ break;
+ }
+ }
+
+ if (onlyProb0ESuccessors) {
+ auto const& labelSet = mdp.getChoiceOrigins()->asPrismChoiceOrigins().getCommandSet(choice);
+ hasLabeledChoice |= !labelSet.empty();
+
+ if (smallestCommandChoice == 0 || labelSet.size() < smallestCommandSetSize) {
+ smallestCommandSetSize = labelSet.size();
+ smallestCommandChoice = choice;
+ }
+ }
+ }
+
+ if (hasLabeledChoice) {
+ // Take all labels of the selected choice.
+ auto const& labelSet = mdp.getChoiceOrigins()->asPrismChoiceOrigins().getCommandSet(smallestCommandChoice);
+ commandSet.insert(labelSet.begin(), labelSet.end());
+
+ // Check for which successor states choices need to be added
+ for (auto const& successorEntry : mdp.getTransitionMatrix().getRow(smallestCommandChoice)) {
+ if (!storm::utility::isZero(successorEntry.getValue())) {
+ if (!reachableProb0EStates.get(successorEntry.getColumn())) {
+ reachableProb0EStates.set(successorEntry.getColumn());
+ prob0EWorklist.push(successorEntry.getColumn());
+ }
+ }
+ }
+ }
+ }
+
+ auto endTime = std::chrono::high_resolution_clock::now();
+ std::cout << std::endl << "Extended command for lower bounded property to size " << commandSet.size() << " in " << std::chrono::duration_cast<std::chrono::milliseconds>(endTime - startTime).count() << "ms." << std::endl;
+ }
+
+ static std::shared_ptr<PrismHighLevelCounterexample> computeCounterexample(Environment const& env, storm::prism::Program program, storm::models::sparse::Mdp<T> const& mdp, std::shared_ptr<storm::logic::Formula const> const& formula) {
#ifdef STORM_HAVE_Z3
std::cout << std::endl << "Generating minimal label counterexample for formula " << *formula << std::endl;
STORM_LOG_THROW(formula->isProbabilityOperatorFormula(), storm::exceptions::InvalidPropertyException, "Counterexample generation does not support this kind of formula. Expecting a probability operator as the outermost formula element.");
storm::logic::ProbabilityOperatorFormula const& probabilityOperator = formula->asProbabilityOperatorFormula();
STORM_LOG_THROW(probabilityOperator.hasBound(), storm::exceptions::InvalidPropertyException, "Counterexample generation only supports bounded formulas.");
- storm::logic::ComparisonType comparisonType = probabilityOperator.getComparisonType();
- STORM_LOG_THROW(comparisonType == storm::logic::ComparisonType::Less || comparisonType == storm::logic::ComparisonType::LessEqual, storm::exceptions::InvalidPropertyException, "Counterexample generation only supports formulas with an upper probability bound.");
STORM_LOG_THROW(probabilityOperator.getSubformula().isUntilFormula() || probabilityOperator.getSubformula().isEventuallyFormula(), storm::exceptions::InvalidPropertyException, "Path formula is required to be of the form 'phi U psi' for counterexample generation.");
-
+
+ storm::logic::ComparisonType comparisonType = probabilityOperator.getComparisonType();
bool strictBound = comparisonType == storm::logic::ComparisonType::Less;
- double threshold = probabilityOperator.getThresholdAs<double>();
+ double threshold = probabilityOperator.getThresholdAs<T>();
storm::storage::BitVector phiStates;
storm::storage::BitVector psiStates;
storm::modelchecker::SparseMdpPrctlModelChecker<storm::models::sparse::Mdp<T>> modelchecker(mdp);
if (probabilityOperator.getSubformula().isUntilFormula()) {
+ STORM_LOG_THROW(!storm::logic::isLowerBound(comparisonType), storm::exceptions::NotSupportedException, "Lower bounds in counterexamples are only supported for eventually formulas.");
storm::logic::UntilFormula const& untilFormula = probabilityOperator.getSubformula().asUntilFormula();
std::unique_ptr<storm::modelchecker::CheckResult> leftResult = modelchecker.check(env, untilFormula.getLeftSubformula());
@@ -1851,12 +1897,43 @@ namespace storm {
psiStates = subQualitativeResult.getTruthValuesVector();
}
+ bool lowerBoundedFormula = false;
+ if (storm::logic::isLowerBound(comparisonType)) {
+ // If the formula specifies a lower bound, we need to modify the phi and psi states.
+ // More concretely, we convert P(min)>lambda(F psi) to P(max)<(1-lambda)(G !psi) = P(max)<(1-lambda)(!psi U prob0E(psi))
+ // where prob0E(psi) is the set of states for which there exists a strategy \sigma_0 that avoids
+ // reaching psi states completely.
+
+ // This means that from all states in prob0E(psi) we need to include labels such that \sigma_0
+ // is actually included in the resulting MDP. This prevents us from guaranteeing the minimality of
+ // the returned counterexample, so we warn about that.
+ STORM_LOG_WARN("Generating counterexample for lower-bounded property. The resulting command set need not be minimal.");
+
+ // Modify bound appropriately.
+ comparisonType = storm::logic::invertPreserveStrictness(comparisonType);
+ threshold = storm::utility::one<T>() - threshold;
+
+ // Modify the phi and psi states appropriately.
+ storm::storage::BitVector statesWithProbability0E = storm::utility::graph::performProb0E(mdp.getTransitionMatrix(), mdp.getTransitionMatrix().getRowGroupIndices(), mdp.getBackwardTransitions(), phiStates, psiStates);
+ phiStates = ~psiStates;
+ psiStates = std::move(statesWithProbability0E);
+
+ // Remember our transformation so we can add commands to guarantee that the prob0E(a) states actually
+ // have a strategy that voids a states.
+ lowerBoundedFormula = true;
+ }
+
// Delegate the actual computation work to the function of equal name.
auto startTime = std::chrono::high_resolution_clock::now();
auto commandSet = getMinimalCommandSet(env, program, mdp, phiStates, psiStates, threshold, strictBound, true, storm::settings::getModule<storm::settings::modules::CounterexampleGeneratorSettings>().isEncodeReachabilitySet());
auto endTime = std::chrono::high_resolution_clock::now();
std::cout << std::endl << "Computed minimal command set of size " << commandSet.size() << " in " << std::chrono::duration_cast<std::chrono::milliseconds>(endTime - startTime).count() << "ms." << std::endl;
+ // Extend the command set properly.
+ if (lowerBoundedFormula) {
+ extendCommandSetLowerBound(mdp, commandSet, phiStates, psiStates);
+ }
+
return std::make_shared<PrismHighLevelCounterexample>(program.restrictCommands(commandSet));
#else
diff --git a/src/storm/logic/ComparisonType.h b/src/storm/logic/ComparisonType.h
index bf932fc2b..19475960f 100644
--- a/src/storm/logic/ComparisonType.h
+++ b/src/storm/logic/ComparisonType.h
@@ -4,32 +4,45 @@
#include <iostream>
namespace storm {
- namespace logic {
- enum class ComparisonType { Less, LessEqual, Greater, GreaterEqual };
-
- inline bool isStrict(ComparisonType t) {
- return (t == ComparisonType::Less || t == ComparisonType::Greater);
- }
-
- inline bool isLowerBound(ComparisonType t) {
- return (t == ComparisonType::Greater || t == ComparisonType::GreaterEqual);
+ namespace logic {
+ enum class ComparisonType { Less, LessEqual, Greater, GreaterEqual };
+
+ inline bool isStrict(ComparisonType t) {
+ return (t == ComparisonType::Less || t == ComparisonType::Greater);
+ }
+
+ inline bool isLowerBound(ComparisonType t) {
+ return (t == ComparisonType::Greater || t == ComparisonType::GreaterEqual);
+ }
+
+ inline ComparisonType invert(ComparisonType t) {
+ switch(t) {
+ case ComparisonType::Less:
+ return ComparisonType::GreaterEqual;
+ case ComparisonType::LessEqual:
+ return ComparisonType::Greater;
+ case ComparisonType::Greater:
+ return ComparisonType::LessEqual;
+ case ComparisonType::GreaterEqual:
+ return ComparisonType::Less;
}
+ }
- inline ComparisonType invert(ComparisonType t) {
- switch(t) {
- case ComparisonType::Less:
- return ComparisonType::GreaterEqual;
- case ComparisonType::LessEqual:
- return ComparisonType::Greater;
- case ComparisonType::Greater:
- return ComparisonType::LessEqual;
- case ComparisonType::GreaterEqual:
- return ComparisonType::Less;
- }
+ inline ComparisonType invertPreserveStrictness(ComparisonType t) {
+ switch(t) {
+ case ComparisonType::Less:
+ return ComparisonType::Greater;
+ case ComparisonType::LessEqual:
+ return ComparisonType::GreaterEqual;
+ case ComparisonType::Greater:
+ return ComparisonType::Less;
+ case ComparisonType::GreaterEqual:
+ return ComparisonType::LessEqual;
}
+ }
- std::ostream& operator<<(std::ostream& out, ComparisonType const& comparisonType);
- }
+ std::ostream& operator<<(std::ostream& out, ComparisonType const& comparisonType);
+ }
}
#endif /* STORM_LOGIC_COMPARISONTYPE_H_ */
diff --git a/src/storm/storage/sparse/PrismChoiceOrigins.cpp b/src/storm/storage/sparse/PrismChoiceOrigins.cpp
index 5e19dc654..366b9524b 100644
--- a/src/storm/storage/sparse/PrismChoiceOrigins.cpp
+++ b/src/storm/storage/sparse/PrismChoiceOrigins.cpp
@@ -111,4 +111,4 @@ namespace storm {
}
}
}
-}
\ No newline at end of file
+}
diff --git a/src/storm/storage/sparse/PrismChoiceOrigins.h b/src/storm/storage/sparse/PrismChoiceOrigins.h
index ad5e50444..2a004d633 100644
--- a/src/storm/storage/sparse/PrismChoiceOrigins.h
+++ b/src/storm/storage/sparse/PrismChoiceOrigins.h
@@ -67,4 +67,4 @@ namespace storm {
};
}
}
-}
\ No newline at end of file
+}
From a982af3348d0f1489d2c99b7efa7c7603742d4be Mon Sep 17 00:00:00 2001
From: TimQu <tim.quatmann@cs.rwth-aachen.de>
Date: Sat, 9 Dec 2017 15:56:20 +0100
Subject: [PATCH 19/19] setting lower bounds for equation solvers via
move-reference
---
src/storm/solver/AbstractEquationSolver.cpp | 5 +++++
src/storm/solver/AbstractEquationSolver.h | 5 +++++
2 files changed, 10 insertions(+)
diff --git a/src/storm/solver/AbstractEquationSolver.cpp b/src/storm/solver/AbstractEquationSolver.cpp
index 4d0a34abc..d17a9041d 100644
--- a/src/storm/solver/AbstractEquationSolver.cpp
+++ b/src/storm/solver/AbstractEquationSolver.cpp
@@ -139,6 +139,11 @@ namespace storm {
lowerBounds = values;
}
+ template<typename ValueType>
+ void AbstractEquationSolver<ValueType>::setLowerBounds(std::vector<ValueType>&& values) {
+ lowerBounds = std::move(values);
+ }
+
template<typename ValueType>
void AbstractEquationSolver<ValueType>::setUpperBounds(std::vector<ValueType> const& values) {
upperBounds = values;
diff --git a/src/storm/solver/AbstractEquationSolver.h b/src/storm/solver/AbstractEquationSolver.h
index 64eab4d1d..d5000f8c7 100644
--- a/src/storm/solver/AbstractEquationSolver.h
+++ b/src/storm/solver/AbstractEquationSolver.h
@@ -117,6 +117,11 @@ namespace storm {
*/
void setLowerBounds(std::vector<ValueType> const& values);
+ /*!
+ * Sets lower bounds for the solution that can potentially be used by the solver.
+ */
+ void setLowerBounds(std::vector<ValueType>&& values);
+
/*!
* Sets upper bounds for the solution that can potentially be used by the solver.
*/